stochastic linear-quadratic control problem
Stochastic linear quadratic control problem of switching systems with constraints
... optimal control problem for stochastic linear switching systems with a quadratic cost ...mentioned linear control systems under endpoint constraints is ...A linear ...
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Characterization of optimal feedback for stochastic linear quadratic control problems
... in Control Theory is to design feedback ...deterministic linear quadratic control problems is exactly to construct the desired ...same problem in the stochastic setting is only ...
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Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
... optimal control problems where E[ X( · ) ] and E[ u( · ) ] are absent, it can be shown, using the results from Sun and Yong (2014) and a completion of squares technique, that the two concepts ...for Problem ...
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Mean-field type games between two players driven by backward stochastic differential equations
... Optimal control of BSDEs with coefficients involving the marginal state distribution, mean-field BSDEs, has recently gained ...optimal control of BSDEs (and SDEs) is the anal- ysis of forward-backward ...
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Deterministic Kalman Filtering on Semi Infinite Interval
... filtering problem on finite ...standard linear-quadratic stochastic control problem extension to semi-infinite interval leads to complications with the standard quadratic ...
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Recursive stochastic linear quadratic optimal control and nonzero sum differential game problems with random jumps
... forward stochastic differential equation (SDE), there is another backward stochastic differential equation ...The linear BSDE was introduced by Bismut [] to solve some stochastic optimal ...
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On Infinite Dimensional Linear Quadratic Problem with Fixed Endpoints Continuity Question
... of linear-quadratic problem has been successfully applied to the design of many industrial and military control systems (see ...A stochastic ver- sion of this problem plays today ...
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A Liability Tracking Approach to Long Term Management of Pension Funds
... this problem, we employ the LQG (Linear, Quadratic cost, Gaussian) control problem (see, ...LQG control problem is a class of stochastic control ...
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AN OVERVIEW OF COMPENSATION SCHEMES OF TIME DELAY IN NETWORK CONTROLLED SYSTEMSSaurav Bajpai1 and Chirag Gupta2
... the stochastic network delay, potentially enough to be used in critical real-time ...optimal stochastic method approaches the problem as a linear–quadratic–Gaussian (LQG) ...
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Infinite horizon linear quadratic optimal control for stochastic difference time delay systems
... optimal linear quadratic regulation (LQR) problem was initiated by Kalman in [], which is one of the most important optimal control ...LQR problem of the deterministic case. In [], ...
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Comparative Analysis of LQG and LQGI Controllers for Twin Rotor MIMO System
... Twin rotor MIMO system is a boon to the Control Engineering Community who work on effectiveness of different control techniques for helicopter manoeuvre. It is cross coupled multiple input multiple output ...
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Two numerical methods for nonlinear constrained quadratic optimal control problems using linear B-spline functions
... optimal control problems including quadratic performance ...upon linear B-spline ...optimal control to a non- linear programming one to which existing well-developed algorithms may be ...
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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 (LQG) ...
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A Modified Simplex Method for Solving Linear-Quadratic and Linear Fractional Bi-Level Programming Problem
... Meta heuristic approaches are proposed by many researchers to solve complex combinatorial optimization. Whereas these methods are too fast and known as suitable techniques for solving optimization problems, however, they ...
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A Computational Method for Solving Optimal Control Problem of Time-varying Singular Systems Using the Haar Wavelets
... optimal control problem of singular systems with a quadratic cost functional using Haar ...The problem has been reduced to solving a system of algebraic ...
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Fast sampling rate considerations in digital control design : cyclostationary and finite wordlength issues
... the linear quadratic Gaussian (LQG) cost ...minimum quadratic cost J but this optimum realization suffers from the fact that it has the most complex structure ...
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JAM: A Tabu-based Two-Stage Simulated Annealing Algorithm for the Multidimensional Arrangement Problem
... Simulated annealing was one of the first techniques applied to the QAP problem (c.f., Burkard et al. [4], Wilhelm et al. [38]). We now de- scribe some of the main characteristics of some of the latest works using ...
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Model predictive and linear quadratic Gaussian control of a wind turbine
... Two linear dynamic models (including wind speed models) of the Supergen 5MW exemplar turbine are constructed for three operating points, below rated wind speed (10 m/s), just above rated wind speed (12 m/s) and ...
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A NUMERICAL METHOD FOR SOLVING LINEAR–QUADRATIC CONTROL PROBLEMS WITH CONSTRAINTS
... control problem. It is based on constructing the reachable set of the control system, and we use here the well-known result that this set for a linear control system with integral ...
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Linear Quadratic Differential Game Formulation for Leaderless Formation Control
... of linear quadratic differential games is used to model problems where the dynamics of the system is described by a set of linear differential ...formation control, the differential game has ...
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