scholarly journals The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost

1989 ◽  
Vol 27 (1) ◽  
pp. 27-42 ◽  
Author(s):  
Harry L. Trentelman
Keyword(s):  
Linear Quadratic ◽  
Quadratic Problem

scholarly journals On an infinite dimensional linear-quadratic problem with fixed endpoints: The continuity question

2014 ◽  
Vol 24 (4) ◽  
pp. 723-733
Author(s):  
K.Maciej Przyłuski
Keyword(s):  
Minimum Energy ◽  
Sufficient Conditions ◽  
Control Problems ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Minimum Norm Solution ◽  
Quadratic Problem ◽  
Infinite Dimensional ◽  
Necessary And Sufficient ◽  
Quadratic Control Problems

Abstract In a Hilbert space setting, necessary and sufficient conditions for the minimum norm solution u to the equation Su = Rz to be continuously dependent on z are given. These conditions are used to study the continuity of minimum energy and linear-quadratic control problems for infinite dimensional linear systems with fixed endpoints.

Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem

2019 ◽  
Vol 57 (1) ◽  
pp. 533-569 ◽  
Author(s):  
Yuan-Hua Ni ◽  
Xun Li ◽  
Ji-Feng Zhang ◽  
Miroslav Krstic
Keyword(s):  
Equilibrium Solution ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Mixed Equilibrium ◽  
Time Inconsistent

Robust optimal control for minimax stochastic linear quadratic problem

2002 ◽  
Vol 75 (14) ◽  
pp. 1054-1065 ◽  
Author(s):  
A. S. Poznyak ◽  
T. E. Duncan ◽  
B. Pasik-Duncan ◽  
V. G. Boltyansky
Keyword(s):  
Optimal Control ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Robust Optimal Control

SURVEY OF LINEAR QUADRATIC ROBUST CONTROL

2002 ◽  
Vol 6 (1) ◽  
pp. 19-39 ◽  
Author(s):  
Pierre Bernhard
Keyword(s):  
Robust Control ◽  
Performance Index ◽  
Control Problems ◽  
Linear Quadratic ◽  
Quadratic Problem ◽  
Quadratic Performance Index ◽  
Quadratic Performance ◽  
Per Se

We review several control problems, all related to robust control in some way, that lead to a minimax linear quadratic problem. We stress the fact that although an augmented performance index appears, containing an L2 norm of a disturbance signal, only the nonaugmented quadratic performance index is of interest per se in each case.

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