Uncertain optimal control of linear quadratic models with jump
β Scribed by Deng, Liubao; Zhu, Yuanguo
- Book ID
- 121491490
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 400 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0895-7177
No coin nor oath required. For personal study only.
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.
In a random environment, Jump Linear Quadratic control problems are studied. Random state discontinuities are included in the analysis and the corresponding optimal regulator is obtained. The introduction of stochastic notions of stabilizability and detectability gives a direct characterization of t
We derive closed-form solutions for the linear-quadratic (LQ) optimal control problem subject to integral quadratic constraints. The optimal control is a non-linear function of the current state and the initial state. Furthermore, the optimal control is easily calculated by solving an unconstrained