Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems

O.L.V. Costa; M.D. Fragoso

doi:10.1109/9.478328

Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems

IEEE Transactions on Automatic Control ◽

10.1109/9.478328 ◽

1995 ◽

Vol 40 (12) ◽

pp. 2076-2088 ◽

Cited By ~ 158

Author(s):

O.L.V. Costa ◽

M.D. Fragoso

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Control Problems ◽

Markov Jump ◽

Lq Optimal Control

Download Full-text

A unified approach to finite-horizon generalized LQ optimal control problems for discrete-time systems

Linear Algebra and its Applications ◽

10.1016/j.laa.2007.01.026 ◽

2007 ◽

Vol 425 (2-3) ◽

pp. 242-260 ◽

Cited By ~ 15

Author(s):

Augusto Ferrante ◽

Lorenzo Ntogramatzidis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Finite Horizon ◽

Control Problems ◽

Unified Approach ◽

Discrete Time Systems ◽

Lq Optimal Control ◽

Time Systems

Download Full-text

An Accelerator for Packages Solving Discrete-Time Optimal Control Problems

IFAC Proceedings Volumes ◽

10.3182/20080706-5-kr-1001.02422 ◽

2008 ◽

Vol 41 (2) ◽

pp. 14295-14300 ◽

Cited By ~ 1

Author(s):

Hoam Chung ◽

Elijah Polak ◽

Shankar Sastry

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

Download Full-text

The generalised discrete algebraic Riccati equation arising in LQ optimal control problems: Part II

2012 IEEE 51st IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2012.6426829 ◽

2012 ◽

Author(s):

Augusto Ferrante ◽

Lorenzo Ntogramatzidis

Keyword(s):

Optimal Control ◽

Riccati Equation ◽

Optimal Control Problems ◽

Algebraic Riccati Equation ◽

Control Problems ◽

Lq Optimal Control ◽

Discrete Algebraic Riccati Equation

Download Full-text

A decomposition technique for discrete time optimal control problems with an application to water resources management

Mathematical and Computer Modelling ◽

10.1016/0895-7177(90)90115-4 ◽

1990 ◽

Vol 13 (1) ◽

pp. 61-78 ◽

Cited By ~ 3

Author(s):

T.A. Edmunds ◽

J.F. Bard

Keyword(s):

Optimal Control ◽

Water Resources ◽

Water Resources Management ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Decomposition Technique ◽

Resources Management ◽

Time Optimal

Download Full-text

A unified theory of maximum principle for continuous and discrete time optimal control problems

Mathematical Control and Related Fields ◽

10.3934/mcrf.2012.2.195 ◽

2012 ◽

Vol 2 (2) ◽

pp. 195-215 ◽

Cited By ~ 5

Author(s):

Zaidong Zhan ◽

Shuping Chen ◽

Wei Wei

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Unified Theory ◽

Time Optimal

Download Full-text

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

Download Full-text

Discrete-Time Optimal Control Problems

Optimal Control Theory ◽

10.1007/978-981-33-6292-5_7 ◽

2021 ◽

pp. 277-341

Author(s):

Zhongjing Ma ◽

Suli Zou

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal

Download Full-text

A Direct Algorithm for Solving Singular LQ Optimal Control Problems

2006 Chinese Control Conference ◽

10.1109/chicc.2006.280663 ◽

2006 ◽

Author(s):

Pingjian Zhang ◽

Jianqing Xi

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Direct Algorithm ◽

Lq Optimal Control

Download Full-text

Application of the method of multipliers to state space constrained optimal control problems with discrete time

Optimization ◽

10.1080/02331938608843172 ◽

1986 ◽

Vol 17 (5) ◽

pp. 573-593 ◽

Cited By ~ 1

Author(s):

B. Engelmann ◽

J. Hirvonen

Keyword(s):

Optimal Control ◽

State Space ◽

Discrete Time ◽

Optimal Control Problems ◽

Control Problems ◽

Method Of Multipliers ◽

Constrained Optimal Control

Download Full-text

Conjugate Gradient Approach for Discrete Time Optimal Control Problems with Model-Reality Differences

10.5772/intechopen.89711 ◽

2019 ◽

Author(s):

Sie Long Kek ◽

Sy Yi Sim ◽

Wah June Leong ◽

Kok Lay Teo

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Conjugate Gradient ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Time Optimal ◽

Gradient Approach

Download Full-text