Infinite horizon linear quadratic optimal control for discrete-time stochastic systems

Yulin Huang; Weihai Zhang; Huanshui Zhang

doi:10.1002/asjc.61

Infinite horizon linear quadratic optimal control for discrete-time stochastic systems

Asian Journal of Control ◽

10.1002/asjc.61 ◽

2008 ◽

Vol 10 (5) ◽

pp. 608-615 ◽

Cited By ~ 50

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

Automatica ◽

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Cited By ~ 39

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Mean Field ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Horizon Case

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Infinite-horizon linear quadratic optimal control for discrete-time LTI systems with random input gains

2013 American Control Conference ◽

10.1109/acc.2013.6579998 ◽

2013 ◽

Cited By ~ 4

Author(s):

Jianying Zheng ◽

Li Qiu

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Random Input ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Finite and Infinite Horizon Indefinite Linear Quadratic Optimal Control for Discrete-time Singular Markov Jump Systems

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2021.09.013 ◽

2021 ◽

Author(s):

Yichun Li ◽

Shuping Ma

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Markov Jump Systems ◽

Quadratic Optimal Control ◽

Jump Systems

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The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

Automatica ◽

10.1016/j.automatica.2021.109506 ◽

2021 ◽

Vol 127 ◽

pp. 109506

Author(s):

Jorge R. Chávez-Fuentes ◽

Eduardo F. Costa ◽

Marco H. Terra ◽

Kaio D.T. Rocha

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Singular Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

Optimization ◽

10.1080/02331934.2015.1014481 ◽

2015 ◽

Vol 65 (3) ◽

pp. 609-633 ◽

Cited By ~ 8

Author(s):

S. Pickenhain ◽

A. Burtchen ◽

K. Kolo ◽

V. Lykina

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Pseudospectral Method ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Convergence of discrete-time approximations of constrained linear-quadratic optimal control problems

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717381 ◽

2010 ◽

Author(s):

L. Han ◽

M.K. Camlibel ◽

J.-S. Pang ◽

W.P.M.H. Heemels

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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On linear quadratic optimal control of discrete‐time complex‐valued linear systems

Optimal Control Applications and Methods ◽

10.1002/oca.2554 ◽

2019 ◽

Vol 41 (2) ◽

pp. 499-520 ◽

Cited By ~ 1

Author(s):

Bin Zhou

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Complex Valued

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A linear quadratic optimal control for a class of discrete systems: the infinite horizon case

Optimization ◽

10.1080/02331930903377061 ◽

2011 ◽

Vol 60 (4) ◽

pp. 477-493

Author(s):

M. Rachik ◽

A. Abdelhak ◽

H. Jourhmane

Keyword(s):

Optimal Control ◽

Infinite Horizon ◽

Discrete Systems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Horizon Case

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Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon

Applied Mathematics & Optimization ◽

10.1007/s00245-017-9402-8 ◽

2017 ◽

Vol 78 (1) ◽

pp. 145-183 ◽

Cited By ~ 6

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Indefinite Linear Quadratic Optimal Control Problem for Singular Linear Discrete-time System: Krein Space Method

Acta Automatica Sinica ◽

10.1360/aas-007-0635 ◽

2007 ◽

Vol 33 (6) ◽

pp. 635-639 ◽

Cited By ~ 8

Author(s):

Peng GUI ◽

Cheng-Hui ZHANG

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Discrete Time System ◽

Linear Quadratic ◽

Time System ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

Space Method

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