Existence of optimal stopping rules for linear and quadratic rewards
β Scribed by H. Teicher; J. Wolfowitz
- Publisher
- Springer
- Year
- 1968
- Tongue
- English
- Weight
- 39 KB
- Volume
- 9
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
In this paper, we present a linear quadratic design for uncertain systems in state space representation. The parameter uncertainty is structured and value bounded. We show also that with a controller of this type, the optimality of the LQ regulator is preserved in the presence of uncertainty.
Conditions for optimality and robustness of nonlinear systems are formulated for both centralized and decentralized LQ control laws.
## Abstract The existence of an optimal control for nonβlinear systems having an implicit derivative with quadratic performance is proved. The results are established through the notions of condensing map and measure of nonβcompactness of a set and using a fixed point theorem due to Sadovskii.