Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters

SIAM Journal on Control and Optimization ◽

10.1137/s0363012900367485 ◽

2001 ◽

Vol 40 (1) ◽

pp. 270-297 ◽

Author(s):

Marcelo D. Fragoso ◽

Jack Baczynski

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Linear Quadratic ◽

Markov Jump ◽

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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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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 of continuous-time linear systems with random delays

Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148) ◽

10.1109/acc.2001.945522 ◽

2001 ◽

Author(s):

I. Kolmanovsky ◽

T.L. Maizenberg

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Continuous Time ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Random Delays ◽

Quadratic Optimal Control ◽

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Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation

IEEE Transactions on Automatic Control ◽

10.1109/tac.2021.3085510 ◽

2021 ◽

pp. 1-1

Author(s):

Bo Pang ◽

Tao Bian ◽

Zhong-Ping Jiang

Keyword(s):

Continuous Time ◽

Policy Iteration ◽

Linear Quadratic ◽

Linear Quadratic Regulation ◽

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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

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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 Determining the Optimal Controls and Trajectories of Continuous-Time Linear-Quadratic Regulator Problems Using Iterative Numerical Technique – I

IOSR Journal of Mathematics ◽

10.9790/5728-0950106 ◽

2014 ◽

Vol 9 (5) ◽

pp. 01-06

Author(s):

F. M ADERIBIGBE ◽

◽

K. J. ADEBAYO ◽

O. S. ADETOLAJU

Keyword(s):

Continuous Time ◽

Numerical Technique ◽

Linear Quadratic Regulator ◽

Optimal Controls ◽

Linear Quadratic ◽

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Optimal control for multi-stage and continuous-time linear singular systems

International Journal of Systems Science ◽

10.1080/00207721.2018.1454534 ◽

2018 ◽

Vol 49 (7) ◽

pp. 1419-1434 ◽

Author(s):

Yadong Shu ◽

Yuanguo Zhu

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Singular Systems ◽

Multi Stage ◽

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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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On integral generalized policy iteration for continuous-time linear quadratic regulations

10.1016/j.automatica.2013.12.009 ◽

2014 ◽

Vol 50 (2) ◽

pp. 475-489 ◽

Author(s):

Jae Young Lee ◽

Jin Bae Park ◽

Yoon Ho Choi

Keyword(s):

Continuous Time ◽

Policy Iteration ◽

Linear Quadratic ◽

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