OPTIMAL INFINITE HORIZON CONTROL UNDER A LOW DATA RATE 2

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimal Infinite Horizon Control under a Low Data Rate

This paper considers the optimal control of linear systems where measurement data is transmitted from the plant output to the controller over a noiseless communication channel with limited instantaneous data rate. The cost is defined to be the average, over a random initial state, of the usual infinite horizon quadratic regulation criterion, and the number of bits transported by the channel dur...

متن کامل

Infinite Horizon Sparse Optimal Control

A class of infinite horizon optimal control problems involving Lp-type cost functionals with 0 < p ≤ 1 is discussed. The existence of optimal controls is studied for both the convex case with p = 1 and the nonconvex case with 0 < p < 1, and the sparsity structure of the optimal controls promoted by the Lp-type penalties is analyzed. A dynamic programming approach is proposed to numerically appr...

متن کامل

Optimal control in infinite horizon problems : a Sobolev space approach

In this paper, we make use of the Sobolev space W 1,1 (R+, Rn) to derive at once the Pontryagin conditions for the standard optimal growth model in continuous time, including a necessary and sufficient transversality condition. An application to the Ramsey model is given. We use an order ideal argument to solve the problem inherent to the fact that L1 spaces have natural positive cones with no ...

متن کامل

Solving infinite horizon optimal control problems of nonlinear interconnected large-scale dynamic systems via a Haar wavelet collocation scheme

We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCP's) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find ...

متن کامل

INFINITE-HORIZON OPTIMAL HEDGING UNDER CONE CONSTRAINTS by KEVIN

We address the issue of hedging in in nite horizon markets under cone constraints on the number of shares of assets. We show that the minimum cost of hedging a liability stream is equal to its largest present value with respect to admissible stochastic discount factors, thus can be determined without nding an optimal hedging strategy. We develop an algorithm by which an optimal portfolio in one...

متن کامل

ذخیره 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: IFAC Proceedings Volumes

سال: 2006

ISSN: 1474-6670

DOI: 10.3182/20060329-3-au-2901.00179