Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Open-Loop Solvabilities
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ problem, whereas uniform convexity of the cost functional is sufficient for the open-loop solvability of the problem. By considering a family of uniformly convex ...
متن کاملMean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic. Closed-loop strategies are introduced, which require to be independent of initial states; and such a nature makes it very useful and convenient in applications. In ...
متن کاملOpen-loop and Closed-loop Optimization of Linear Control Systems
A canonical optimal control problem for linear systems with timevarying coefficients is considered in the class of discrete controls. On the basis of linear programming methods, two primal and two dual methods of constructing optimal open-loop controls are proposed. A method of synthesis of optimal feedback control is described. Results are illustrated by a fourth-order problem; estimates of ef...
متن کاملLearning open-loop from closed-loop control
This paper explores an evolution from closed-loop control to open-loop control for a planar manipula-tor. A reinforcement learning strategy is used to learn the open-loop commands from the closed-loop control. The goal is to produce a motion using purely open-loop control strategy, thereby eliminating the need for inter-link communication and on-line control computations. Initially closed loop ...
متن کاملReinforcement Learning for Mixed Open-loop and Closed-loop Control
Closed-loop control relies on sensory feedback that is usually assumed to be free . But if sensing incurs a cost, it may be costeffective to take sequences of actions in open-loop mode. We describe a reinforcement learning algorithm that learns to combine open-loop and closed-loop control when sensing incurs a cost. Although we assume reliable sensors, use of open-loop control means that action...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2016
ISSN: 0363-0129,1095-7138
DOI: 10.1137/15m103532x