Infinite Horizon LQ Optimal Control for Discrete-Time Stochastic Systems

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712311 ◽

2006 ◽

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Lq Optimal Control

Download Full-text

LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2558044 ◽

2017 ◽

Vol 62 (1) ◽

pp. 250-261 ◽

Author(s):

Weihai Zhang ◽

Xiangyun Lin ◽

Bor-Sen Chen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

Download Full-text

Comment on “LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems”

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.3042488 ◽

2020 ◽

pp. 1-1

Author(s):

Tianliang Zhang ◽

Feiqi Deng

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

Download Full-text

Discrete-time Indefinite Stochastic LQ Optimal Control: Infinite Horizon Case

Acta Automatica Sinica ◽

10.1016/s1874-1029(08)60089-0 ◽

2009 ◽

Vol 35 (5) ◽

pp. 613-617 ◽

Author(s):

Jun-Jun QI ◽

Wei-Hai ZHANG

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Lq 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

LQ optimal control of fractional-order discrete-time uncertain systems

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2021.110984 ◽

2021 ◽

Vol 147 ◽

pp. 110984

Author(s):

Qinyun Lu ◽

Yuanguo Zhu

Keyword(s):

Optimal Control ◽

Fractional Order ◽

Discrete Time ◽

Uncertain Systems ◽

Lq Optimal Control

Download Full-text

Near-optimal control of discrete-time nonlinear stochastic systems

Proceedings of the Institution of Electrical Engineers ◽

10.1049/piee.1971.0130 ◽

1971 ◽

Vol 118 (5) ◽

pp. 709

Author(s):

B.V. Raja Rao ◽

A.K. Mahalanabis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

Download Full-text

Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2017082 ◽

2018 ◽

Vol 14 (3) ◽

pp. 913-930

Author(s):

Yuefen Chen ◽

◽

Yuanguo Zhu ◽

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Uncertain Systems ◽

Inequality Constraints ◽

Lq Optimal Control ◽

State Inequality Constraints

Download Full-text

Infinite-Horizon Optimal Control in the Discrete-Time Framework

10.1007/978-1-4614-9038-8 ◽

2014 ◽

Author(s):

Joël Blot ◽

Naïla Hayek

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon

Download Full-text

Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory

International Journal of Control ◽

10.1080/00207179.2020.1800822 ◽

2020 ◽

pp. 1-9

Author(s):

Ali Delavarkhalafi ◽

A. S. Fatemion Aghda ◽

Mahdieh Tahmasebi

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

Infinite Horizon ◽

Download Full-text

Optimal Control of Discrete Time Stochastic Systems

10.1007/978-3-642-45470-7 ◽

1975 ◽

Author(s):

Charlotte Striebel

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems

Download Full-text