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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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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On constrained infinite-time linear quadratic optimal control

Proceedings of 35th IEEE Conference on Decision and Control ◽

10.1109/cdc.1996.572684 ◽

2002 ◽

Author(s):

D.J. 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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Suboptimal strategy for the finite-time linear-quadratic optimal control problem

IET Control Theory and Applications ◽

10.1049/iet-cta.2011.0355 ◽

2012 ◽

Vol 6 (10) ◽

pp. 1516-1521 ◽

Author(s):

V. Radisavljevic ◽

S. Koskie

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Finite Time ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

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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On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems

Mathematical Control & Related Fields ◽

10.3934/mcrf.2020032 ◽

2021 ◽

Vol 11 (1) ◽

pp. 169-188

Author(s):

Lars Grüne ◽

◽

Roberto Guglielmi ◽

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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A method for discrete-time linear quadratic optimal control problems of a large-scale multi-destination network and applications

UKACC International Conference on Control. Control '96 ◽

10.1049/cp:19960563 ◽

1996 ◽

Author(s):

Shin-Yeu Lin

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Large Scale ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Reliable linear-quadratic optimal control for continuous-time linear singular systems

2009 Chinese Control and Decision Conference ◽

10.1109/ccdc.2009.5191860 ◽

2009 ◽

Author(s):

Guang-Ping Zhong ◽

Xian Zhang

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Singular Systems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

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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