STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS WITH RANDOM COEFFICIENTS

Chinese Annals of Mathematics Series B ◽

10.1142/s0252959900000339 ◽

2000 ◽

Vol 21 (03) ◽

pp. 323-338 ◽

Author(s):

SHUPING CHEN ◽

JIONGMIN YONG

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Random Coefficients ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls

The Annals of Applied Probability ◽

10.1214/20-aap1595 ◽

2021 ◽

Vol 31 (1) ◽

Author(s):

Jingrui Sun ◽

Jie Xiong ◽

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Closed Loop ◽

Optimal Control Problems ◽

Open Loop ◽

Random Coefficients ◽

Control Problems ◽

Optimal Controls ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Second Chebyshev wavelets (SCWs) method for solving finite-time fractional linear quadratic optimal control problems

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2021.05.017 ◽

2021 ◽

Author(s):

Omid Baghani

Keyword(s):

Optimal Control ◽

Finite Time ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Chebyshev Wavelets ◽

Quadratic Optimal Control

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A Certified Reduced Basis Approach for Parametrized Linear-Quadratic Optimal Control Problems with Control Constraints★

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2015.05.167 ◽

2015 ◽

Vol 48 (1) ◽

pp. 719-720 ◽

Author(s):

Eduard Bader ◽

Mark Kärcher ◽

Martin Grepl ◽

Karen Veroy-Grepl

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Control Constraints ◽

Linear Quadratic ◽

Reduced Basis ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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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

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Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems

Journal of Differential Equations ◽

10.1016/j.jde.2019.01.008 ◽

2019 ◽

Vol 267 (1) ◽

pp. 180-227 ◽

Author(s):

Qi Lü

Keyword(s):

Optimal Control ◽

Closed Loop ◽

Optimal Control Problems ◽

Riccati Equations ◽

Control Problems ◽

Well Posedness ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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High order asymptotic solution of linear-quadratic optimal control problems under cheap controls with two different costs

2017 21st International Conference on System Theory, Control and Computing (ICSTCC) ◽

10.1109/icstcc.2017.8107083 ◽

2017 ◽

Author(s):

Galina Kurina ◽

Margarita Kalashnikova

Keyword(s):

Optimal Control ◽

Asymptotic Solution ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

SIAM Journal on Control and Optimization ◽

10.1137/120892477 ◽

2013 ◽

Vol 51 (4) ◽

pp. 2809-2838 ◽

Author(s):

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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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

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High order structure preserving explicit methods for solving linear-quadratic optimal control problems

Numerical Algorithms ◽

10.1007/s11075-014-9894-0 ◽

2014 ◽

Vol 69 (2) ◽

pp. 271-290 ◽

Author(s):

Sergio Blanes

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Explicit Methods ◽

Order Structure ◽

Control Problems ◽

High Order Structure ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Structure Preserving ◽

Quadratic Optimal Control

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Identifiability and Solvability in Inverse Linear Quadratic Optimal Control Problems

Journal of Systems Science and Complexity ◽

10.1007/s11424-021-1245-3 ◽

2021 ◽

Vol 34 (5) ◽

pp. 1840-1857

Author(s):

Yibei Li ◽

Bo Wahlberg ◽

Xiaoming Hu

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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