𝔖 Bobbio Scriptorium
✦   LIBER   ✦

ϵ-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem

✍ Scribed by C. Tudor

Publisher
John Wiley and Sons
Year
1990
Tongue
English
Weight
505 KB
Volume
145
Category
Article
ISSN
0025-584X

No coin nor oath required. For personal study only.

✦ Synopsis

Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the ITO formula ia made.

📜 SIMILAR VOLUMES

The time-invariant linear-quadratic opti
The time-invariant linear-quadratic optimal control problem
✍ B.P. Molinari 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 845 KB

A tutorial review of this basic system theory problem emphasizes dynamical system arguments and simple proof cycles.

Short communication: A collocation-type
Short communication: A collocation-type method for linear quadratic optimal control problems
✍ GAMAL N. ELNAGAR; MOHSEN RAZZAGHI 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB 👁 1 views

This communication presents a spectral method for solving time-varying linear quadratic optimal control problems. Legendre-Gauss-Lobatto nodes are used to construct the mth-degree polynomial approximation of the state and control variables. The derivative x (t) of the state vector x(t) is approximae

A legendre technique for solving time-va
A legendre technique for solving time-varying linear quadratic optimal control problems
✍ Mohsen Razzaghi; Gamal Elnagar 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 521 KB

A methodjtir the optimal control of linear time-varying systems with a quadratic cost jitnctional is proposed. The state and control variables are expanded in the shified Legendre series, and an algorithm is provided for approximating the system dynamics, boundary conditions and peyformance index. T

Robustness and optimality of linear quad
Robustness and optimality of linear quadratic controller for uncertain systems
✍ Driss Mehdi; Mohammed Al Hamid; François Perrin 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 317 KB

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.