Finite and Infinite Horizon Indefinite Linear Quadratic Optimal Control for Discrete-time Singular Markov Jump Systems

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2021.09.013 ◽

2021 ◽

Author(s):

Yichun Li ◽

Shuping Ma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Markov Jump Systems ◽

Quadratic Optimal Control ◽

Download Full-text

The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

10.1016/j.automatica.2021.109506 ◽

2021 ◽

Vol 127 ◽

pp. 109506

Author(s):

Jorge R. Chávez-Fuentes ◽

Eduardo F. Costa ◽

Marco H. Terra ◽

Kaio D.T. Rocha

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Singular Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text

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

Download Full-text

Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Download Full-text

Infinite horizon H2/H∞ optimal control for discrete-time infinite Markov jump systems with (x, u, v)-dependent noise

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027640 ◽

2017 ◽

Author(s):

Liu Yueying ◽

Hou Ting ◽

Bai Xingzhen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Markov Jump ◽

Markov Jump Systems ◽

Download Full-text

Infinite-horizon linear quadratic optimal control for discrete-time LTI systems with random input gains

2013 American Control Conference ◽

10.1109/acc.2013.6579998 ◽

2013 ◽

Author(s):

Jianying Zheng ◽

Li Qiu

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Random Input ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text

Infinite horizon linear quadratic optimal control for discrete-time stochastic systems

Asian Journal of Control ◽

10.1002/asjc.61 ◽

2008 ◽

Vol 10 (5) ◽

pp. 608-615 ◽

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text

Infinite horizon $$H_2/H_\infty $$ optimal control for discrete-time Markov jump systems with ( $$x,u,v$$ )-dependent noise

Journal of Global Optimization ◽

10.1007/s10898-012-0027-9 ◽

2013 ◽

Vol 57 (4) ◽

pp. 1245-1262 ◽

Author(s):

Ting Hou ◽

Weihai Zhang ◽

Hongji Ma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Markov Jump ◽

Markov Jump Systems ◽

Download Full-text

An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

Optimization ◽

10.1080/02331934.2015.1014481 ◽

2015 ◽

Vol 65 (3) ◽

pp. 609-633 ◽

Author(s):

S. Pickenhain ◽

A. Burtchen ◽

K. Kolo ◽

V. Lykina

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Pseudospectral Method ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text

Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717381 ◽

2010 ◽

Author(s):

L. Han ◽

M.K. Camlibel ◽

J.-S. Pang ◽

W.P.M.H. Heemels

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

Download Full-text

Optimal Control Problem for Discrete-Time Markov Jump Systems with Indefinite Weight Costs

Intelligent Robotics and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-319-97586-3_13 ◽

2018 ◽

pp. 144-152

Author(s):

Hongdan Li ◽

Chunyan Han ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Indefinite Weight ◽

Markov Jump ◽

Markov Jump Systems ◽

Download Full-text