On the optimal control of stochastic linear systems with contaminated partial observations

Top ◽  
1997 ◽  
Vol 5 (1) ◽  
pp. 143-157 ◽  
Author(s):  
Rosario Romera
Keyword(s):  
Optimal Control ◽  
Linear Systems ◽  
Partial Observations ◽  
Stochastic Linear Systems

scholarly journals Optimal control for controllable stochastic linear systems

2020 ◽  
Vol 26 ◽  
pp. 98
Author(s):  
Xiuchun Bi ◽  
Jingrui Sun ◽  
Jie Xiong
Keyword(s):  
Optimal Control ◽  
Linear Systems ◽  
Optimal Parameter ◽  
Linear Manifold ◽  
Terminal State ◽  
Linear Quadratic ◽  
Initial State ◽  
Linear Quadratic Optimal Control ◽  
Lq Problem ◽  
Stochastic Linear Systems

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of stochastic linear systems is studied. Then the optimal control is explicitly obtained by considering a parameterized unconstrained backward LQ problem and an optimal parameter selection problem. A notable feature of our results is that, instead of solving an equation involving derivatives with respect to the parameter, the optimal parameter is characterized by a matrix equation.

scholarly journals Online Output-Feedback Optimal Control of Linear Systems Based on Data-Driven Adaptive Learning

2020 ◽  
Vol 53 (2) ◽  
pp. 1596-1601
Author(s):  
Jun Zhao ◽  
Jing Na ◽  
Guanbin Gao ◽  
Shichang Han ◽  
Qiang Chen ◽  
...  
Keyword(s):  
Optimal Control ◽  
Linear Systems ◽  
Adaptive Learning ◽  
Output Feedback ◽  
Data Driven ◽  
Control Of Linear Systems ◽  
Feedback Optimal Control
Sign in / Sign up

Export Citation Format

Share Document