An improved algorithm for the non-iterative solution of the discrete-time finite-horizon LQ control problem with fixed final state

2006 ◽  
Author(s):  
Elena Zattoni
Keyword(s):  
Control Problem ◽  
Discrete Time ◽  
Iterative Solution ◽  
Finite Horizon ◽  
Final State ◽  
Lq Control ◽  
Improved Algorithm

scholarly journals A Nested Computational Approach to the Discrete-Time Finite-Horizon LQ Control Problem

2003 ◽  
Vol 42 (3) ◽  
pp. 1002-1012 ◽  
Author(s):  
Giovanni Marro ◽  
Domenico Prattichizzo ◽  
Elena Zattoni
Keyword(s):  
Control Problem ◽  
Discrete Time ◽  
Computational Approach ◽  
Finite Horizon ◽  
Lq Control

scholarly journals H2/H∞ Control for MJLS with Infinite Markov Chain

2017 ◽  
Vol 2017 ◽  
pp. 1-8
Author(s):  
Ting Hou ◽  
Jie Wang ◽  
Yueying Liu ◽  
Xiao Shen
Keyword(s):  
Markov Chain ◽  
Control Problem ◽  
Discrete Time ◽  
Control Design ◽  
Finite Horizon ◽  
Bounded Real Lemma ◽  
Infinite Set

With the help of a stochastic bounded real lemma, we deal with finite horizon H2/H∞ control problem for discrete-time MJLS, whose Markov chain takes values in an infinite set. Besides, a unified control design for H2, H∞, and H2/H∞ is given.

scholarly journals Discrete-TimeH∞Preview Control Problem in Finite Horizon

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Hongxia Wang ◽  
Huanshui Zhang ◽  
Lihua Xie
Keyword(s):  
Game Theory ◽  
Dynamic Programming ◽  
Control Problem ◽  
Discrete Time ◽  
Finite Horizon ◽  
The Other ◽  
Preview Control ◽  
Discrete Time Systems ◽  
Other Hand ◽  
Time Systems

This paper considers theH∞preview control problem for discrete-time systems. It investigates the problem via game theory and dynamic programming. Different from the existing results, on one hand, the proposed approach is suitable for dealing with the corresponding multiple preview channels problem; on the other hand, the approach provides a possibility in explaining how the preview controller improves theH∞performance and why the performance will be saturated.

Sign in / Sign up

Export Citation Format

Share Document