Linear-quadratic optimal control for discrete-time stochastic descriptor systems

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2021034 ◽

2021 ◽

Vol 0 (0) ◽

pp. 0

Author(s):

Yadong Shu ◽

Bo Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Descriptor Systems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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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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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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On linear quadratic optimal control of discrete‐time complex‐valued linear systems

Optimal Control Applications and Methods ◽

10.1002/oca.2554 ◽

2019 ◽

Vol 41 (2) ◽

pp. 499-520 ◽

Author(s):

Bin Zhou

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method

Acta Automatica Sinica ◽

10.1360/aas-007-0635 ◽

2007 ◽

Vol 33 (6) ◽

pp. 635-639 ◽

Author(s):

Peng GUI ◽

Cheng-Hui ZHANG

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Discrete Time System ◽

Linear Quadratic ◽

Time System ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems*

2018 IEEE 14th International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2018.8444285 ◽

2018 ◽

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Wei Wang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Optimal Control

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Dual linear quadratic optimal control for two-point boundary value descriptor systems

International Journal of Systems Science ◽

10.1080/00207729108910793 ◽

1991 ◽

Vol 22 (11) ◽

pp. 2321-2327

Author(s):

C. Georgiou ◽

G. P. Mantas ◽

N. J. Krikelis

Keyword(s):

Optimal Control ◽

Boundary Value ◽

Descriptor Systems ◽

Point Boundary ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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

2009 Chinese Control and Decision Conference ◽

10.1109/ccdc.2009.5195143 ◽

2009 ◽

Author(s):

Xiang-yu Gao ◽

Er-yong Cong ◽

Xian Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Singular Linear Systems

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Linear Quadratic Optimal Control Based on Dynamic Compensation for Rectangular Descriptor Systems

Acta Automatica Sinica ◽

10.1016/s1874-1029(09)60068-9 ◽

2010 ◽

Vol 36 (12) ◽

pp. 1752-1757 ◽

Author(s):

Guo-Shan ZHANG ◽

Lei LIU

Keyword(s):

Optimal Control ◽

Descriptor Systems ◽

Linear Quadratic ◽

Dynamic Compensation ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Discrete-time markovian-jump linear quadratic optimal control

International Journal of Control ◽

10.1080/00207178608933459 ◽

1986 ◽

Vol 43 (1) ◽

pp. 213-231 ◽

Author(s):

H. J. CHIZECK ◽

A. S. WILLSKY ◽

D. CASTANON

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Markovian Jump ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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