scholarly journals Multitarget Linear-Quadratic Control Problem: Semi-Infinite Interval

2012 ◽  
Vol 2012 ◽  
pp. 1-10
Author(s):  
L. Faybusovich ◽  
T. Mouktonglang
Keyword(s):  
Convex Optimization ◽  
Control Problem ◽  
Optimization Problem ◽  
Infinite Interval ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Convex Optimization Problem ◽  
Simple Convex ◽  
Linear Quadratic Control Problem

We consider multitarget linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex.

scholarly journals An SQP trust region method for solving the discrete-time linear quadratic control problem

2012 ◽  
Vol 22 (2) ◽  
pp. 353-363 ◽  
Author(s):  
El-Sayed Mostafa
Keyword(s):  
Control Problem ◽  
Discrete Time ◽  
Optimization Problem ◽  
Trust Region Method ◽  
Trust Region ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Region Method ◽  
Time Linear ◽  
Linear Quadratic Control Problem

An SQP trust region method for solving the discrete-time linear quadratic control problemIn this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution to initiate the proposed SQP trust region method. To demonstrate the effectiveness of the method, some numerical results are presented in detail.

scholarly journals A linear-quadratic control problem with discretionary stopping

2007 ◽  
Vol 8 (2) ◽  
pp. 261-277 ◽  
Author(s):  
Shigeaki Koike ◽  
◽  
Hiroaki Morimoto ◽  
Shigeru Sakaguchi ◽  
Keyword(s):  
Control Problem ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Discretionary Stopping ◽  
Linear Quadratic Control Problem
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