Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2020.07.038 ◽

2020 ◽

Vol 357 (14) ◽

pp. 9733-9760

Author(s):

Yuzhu Bai ◽

Hui-Jie Sun ◽

Ai-Guo Wu

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Time Horizon ◽

Markovian Jump ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Quadratic Optimal Control

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Linear-Quadratic Optimal Control of Differential-Algebraic Systems: The Infinite Time Horizon Problem with Zero Terminal State

SIAM Journal on Control and Optimization ◽

10.1137/18m1189609 ◽

2019 ◽

Vol 57 (3) ◽

pp. 1567-1596 ◽

Author(s):

Timo Reis ◽

Matthias Voigt

Keyword(s):

Optimal Control ◽

Time Horizon ◽

Terminal State ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Algebraic Systems ◽

Horizon Problem ◽

Infinite Time Horizon ◽

Quadratic Optimal Control

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THE LINEAR QUADRATIC OPTIMAL CONTROL PROBLEM OVER AN INFINITE TIME HORIZON FOR A CLASS OF DISTRIBUTED PARAMETER SYSTEMS

Control of Distributed Parameter Systems ◽

10.1016/b978-0-08-022018-5.50010-0 ◽

1978 ◽

pp. 57-66

Author(s):

M.C. Delfour

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Time Horizon ◽

Distributed Parameter ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Infinite Time Horizon ◽

Quadratic Optimal Control

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Linear-quadratic optimal control problem of second order with infinite time horizon

2007 International Workshop on Multidimensional (nD) Systems ◽

10.1109/nds.2007.4509543 ◽

2007 ◽

Author(s):

Dariusz Idczak ◽

Stanislaw Walczak

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Time Horizon ◽

Second Order ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Infinite Time Horizon ◽

Quadratic Optimal Control

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The Linear Quadratic Optimal Control Problem Over an Infinite Time Horizon for a Class of Distributed Parameter Systems

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)66940-4 ◽

1977 ◽

Vol 10 (5) ◽

pp. 57-66

Author(s):

M.C. Delfour

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Time Horizon ◽

Distributed Parameter ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Infinite Time Horizon ◽

Quadratic Optimal Control

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On constrained infinite-time linear quadratic optimal control

Systems & Control Letters ◽

10.1016/s0167-6911(96)00057-6 ◽

1996 ◽

Vol 29 (3) ◽

pp. 121-129 ◽

Author(s):

D. Chmielewski ◽

V. Manousiouthakis

Keyword(s):

Optimal Control ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Infinite-time stochastic linear quadratic optimal control for unknown discrete-time systems using adaptive dynamic programming approach

Neurocomputing ◽

10.1016/j.neucom.2015.06.053 ◽

2016 ◽

Vol 171 ◽

pp. 379-386 ◽

Author(s):

Tao Wang ◽

Huaguang Zhang ◽

Yanhong Luo

Keyword(s):

Optimal Control ◽

Adaptive Dynamic Programming ◽

Programming Approach ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Dynamic Programming Approach ◽

Discrete Time Systems ◽

Quadratic Optimal Control ◽

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Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2003.817938 ◽

2003 ◽

Vol 48 (10) ◽

pp. 1836-1842 ◽

Author(s):

O.L.V. Costa ◽

E.F. Tuesta

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Finite Horizon ◽

Separation Principle ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Quadratic Optimal Control

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Linear Quadratic Optimal Control of Continuous-Time LTI Systems With Random Input Gains

IEEE Transactions on Automatic Control ◽

10.1109/tac.2015.2482960 ◽

2016 ◽

Vol 61 (7) ◽

pp. 2008-2013 ◽

Author(s):

Wei Chen ◽

Li Qiu

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Random Input ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems*

2018 IEEE 14th International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2018.8444285 ◽

2018 ◽

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Wei Wang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Optimal Control

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On constrained infinite-time linear quadratic optimal control with stochastic disturbances

Journal of Process Control ◽

10.1016/j.jprocont.2004.08.005 ◽

2005 ◽

Vol 15 (4) ◽

pp. 383-391 ◽

Author(s):

Donald J. Chmielewski ◽

Vasilios Manousiouthakis

Keyword(s):

Optimal Control ◽

Stochastic Disturbances ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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