Infinite-Horizon Linear-Quadratic Regulator Problems for Nonautonomous Parabolic Systems with Boundary Control

1996 ◽  
Vol 34 (1) ◽  
pp. 1-30 ◽  
Author(s):  
Paolo Acquistapace ◽  
Brunello Terreni
Keyword(s):  
Boundary Control ◽  
Infinite Horizon ◽  
Linear Quadratic Regulator ◽  
Parabolic Systems ◽  
Linear Quadratic

scholarly journals A pseudospectral method for budget-constrained infinite horizon optimal control problems

2021 ◽  
Vol 71 ◽  
pp. 145-154
Author(s):  
Angie Burtchen ◽  
Valeriya Lykina ◽  
Sabine Pickenhain
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Numerical Solutions ◽  
Infinite Horizon ◽  
Pseudospectral Method ◽  
Linear Quadratic Regulator ◽  
Approximate Solutions ◽  
Control Problems ◽  
Linear Quadratic ◽  
Weighted Functional Spaces

In this paper a generalization of the indirect pseudo-spectral method, presented in [17], for the numerical solution of budget-constrained infinite horizon optimal control problems is presented. Consideration of the problem statement in the framework of weighted functional spaces allows to arrive at a good approximation for the initial value of the adjoint variable, which is inevitable for obtaining good numerical solutions. The presented method is illustrated by applying it to the budget-constrained linear-quadratic regulator model. The quality of approximate solutions is demonstrated by an example.

Continuous-Time Q-Learning for Infinite-Horizon Discounted Cost Linear Quadratic Regulator Problems

2015 ◽  
Vol 45 (2) ◽  
pp. 165-176 ◽  
Author(s):  
Muthukumar Palanisamy ◽  
Hamidreza Modares ◽  
Frank L. Lewis ◽  
Muhammad Aurangzeb
Keyword(s):  
Continuous Time ◽  
Infinite Horizon ◽  
Linear Quadratic Regulator ◽  
Linear Quadratic ◽  
Discounted Cost ◽  
Q Learning

A Study on Linear Quadratic Regulator with the Desired Low-Pass Property

2013 ◽  
Vol 133 (12) ◽  
pp. 2167-2175 ◽  
Author(s):  
Katsuhiko Fuwa ◽  
Satoshi Murayama ◽  
Tatsuo Narikiyo
Keyword(s):  
Linear Quadratic Regulator ◽  
Linear Quadratic ◽  
Low Pass
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