• No results found

Linear quadratic optimal control

Linear-Quadratic Optimal Control Problem (LQOCP) And The Definiteness of an Inverse Eigenvalue Problem (IEP) on A Certain Hermiltian Matrices

Linear-Quadratic Optimal Control Problem (LQOCP) And The Definiteness of an Inverse Eigenvalue Problem (IEP) on A Certain Hermiltian Matrices

... Based on the recent methods of solving the inverse eigenvalue problem for certain matrices consisting singular symmetric matrices of rank 1 via Newton’s method for solving the inverse eigenvalue problem for non-singular ...

6

Infinite horizon linear quadratic optimal control for stochastic difference time delay systems

Infinite horizon linear quadratic optimal control for stochastic difference time delay systems

... horizon linear quadratic optimal ...the optimal control law and optimal value exist of stochastic time-delay difference ...

12

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications

... Optimal control of McKean-Vlasov equation is a rather new topic in the area of stochastic control and applied probability, and addressed, ...ear quadratic optimal control, which ...

26

Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability

... The theory of MF-SDEs can be traced back to Kac who presented a stochastic toy model for the Vlasov kinetic equation of plasma in (Kac 1956) which leads to the so- called McKean-Vlasov stochastic differential equation. ...

24

Recursive stochastic linear quadratic optimal control and nonzero sum differential game problems with random jumps

Recursive stochastic linear quadratic optimal control and nonzero sum differential game problems with random jumps

... The linear BSDE was introduced by Bismut [] to solve some stochastic optimal control prob- lems, and the general nonlinear BSDEs were introduced by Pardoux and Peng [] and Duffie and Epstein [] ...

19

Indirect Method for Optimal Control Problem Using Boubaker Polynomial

Eman Hassan Ouda | Samaa Fuad Ibraheem | Imad Noah Ahmed Fahmi

Indirect Method for Optimal Control Problem Using Boubaker Polynomial Eman Hassan Ouda | Samaa Fuad Ibraheem | Imad Noah Ahmed Fahmi

... finite Linear quadratic optimal control problems with the aid of classical polynomials usually like, Hermite, Laguerre polynomials… etc, as the basis functions ...

7

Optimal Control And Problem With Linear Quadratic Cost Function

Optimal Control And Problem With Linear Quadratic Cost Function

... the linear quadratic optimal control ...stabilize linear system by using feedback ...the linear Quadratic optimal control and introduce the riccati ...

5

A posteriori error estimation for a PDE constrained optimization problem involving the generalized Oseen equations

A posteriori error estimation for a PDE constrained optimization problem involving the generalized Oseen equations

... a linearquadratic optimal control problem involving the generalized Oseen equations as state equations; control constraints are also ...

35

A Novel Method for Optimal Control of Piecewise Affine Systems Using Semi-Definite Programming

A Novel Method for Optimal Control of Piecewise Affine Systems Using Semi-Definite Programming

... of optimal control of PWA systems leads to BMI ...for optimal control is a comprehensive method, one can apply this method design optimal control for practical ...piecewise ...

10

A Liability Tracking Approach to Long Term Management of Pension Funds

A Liability Tracking Approach to Long Term Management of Pension Funds

... (Linear, Quadratic cost, Gaussian) control problem framework and then the optimal portfolio strategy hedges the liability by directly tracking a benchmark process which represents the ...our ...

9

Characterization of optimal feedback for stochastic linear quadratic control problems

Characterization of optimal feedback for stochastic linear quadratic control problems

... We have discussed the relationship between the existence of feedback operator and the well-posedness of the Riccati Eq. (4). In this section, we present two examples which are inspired by (Wang, T: New optimality ...

20

Online Full Text

Online Full Text

... LQG control is a modern state space technique for designing optimal dynamic ...and control effort, and takes into account process and measurement ...noise. Linear-Quadratic-Gaussian ...

6

A Computational Method for Solving Optimal
 Control Problem of Time-varying Singular
 Systems Using the Haar Wavelets

A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets

... solving optimal control of time-varying linear singular systems with a quadratic cost ...and control variable u(t) are expanded in the rationalized Haar functions with unknown ...

9

Optimal Control of Wind Turbines under Islanded Operation

Optimal Control of Wind Turbines under Islanded Operation

... an optimal control scheme for wind turbine output torque and power regulation under the influence of wind disturbances is ...of linear matrix inequality (LMI) formalism of linear ...

14

Implementation of Optimal Control Methods for Modeling of A Power System Stabilizer in Single Machine Infinite Bus System

Implementation of Optimal Control Methods for Modeling of A Power System Stabilizer in Single Machine Infinite Bus System

... the control of a nonlinear system that is uncertain is an area of study that has been very actively ...prevalent optimal control methods like linear Gaussian regulator (LGR), linear ...

8

A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS

A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS

... the optimal control problem for a linear system with integrally constrained control ...a linear terminal cost with terminal constraints given by a set of linear ...a ...

9

Stochastic linear quadratic control problem of switching systems with constraints

Stochastic linear quadratic control problem of switching systems with constraints

... the optimal control problem for stochastic linear switching systems with a quadratic cost ...mentioned linear control systems under endpoint constraints is ...A linear ...

10

Performance Analysis of Speed Control of Direct Current (DC) Motor using Traditional Tuning Controller

Performance Analysis of Speed Control of Direct Current (DC) Motor using Traditional Tuning Controller

... [8]. Linear quadratic regulator design technique is well known in modern optimal control theory and has been widely used in many ...the linear quadratic regulator theory has ...

7

On the linear quadratic data driven control

On the linear quadratic data driven control

... a linear time-invariant ...model-based control that first computes an input/state/output representation of the plant and then synthesizes the controller by solving the corresponding Riccati ...the ...

6

Two numerical methods for nonlinear constrained quadratic optimal control problems using linear B-spline functions

Two numerical methods for nonlinear constrained quadratic optimal control problems using linear B-spline functions

... an optimal control problem is not ...applications, optimal control problems are most often solved numer- ...solving optimal control problems date back nearly five decades to the ...

22

Show all 10000 documents...

Related subjects