Some linear nonautonomous control problems with quadratic cost
نویسندگان
چکیده
منابع مشابه
Linear Optimal Control Problems and Quadratic Cost Functions Estimation
Inverse optimal control is a classical problem of control theory. It was first posed by Kalman in the early sixties. The problem, as addressed in literature, answers to the following two questions: (a) Given system matrices A,B and a gain matrix K, find necessary and sufficient conditions for K to be the optimal of an infinite time LQ problem. (b) Determine all weight matrices Q, R and S which ...
متن کاملLinear quadratic problems with indefinite cost for discrete time systems
This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite cost criterion. Given a discrete-time linear system, an indefinite costfunctional and a linear subspace of the state space, we consider the problem of minimizing the costfunctional over all inputs that force the state trajectory to converge to the given subspace. We give a geometric characterizatio...
متن کاملError estimates for linear-quadratic control problems with control constraints
An abstract linear-quadratic optimal control problem with pointwise control constraints is investigated. This paper is concerned with the discretization of the control by piecewise linear functions. Under the assumption that the optimal control and the optimal adjoint state are Lipschitz continuous and piecewise of class C an approximation of order h is proved for the solution of the control di...
متن کاملThompson Sampling for Linear-Quadratic Control Problems
We consider the exploration-exploitation tradeoff in linear quadratic (LQ) control problems, where the state dynamics is linear and the cost function is quadratic in states and controls. We analyze the regret of Thompson sampling (TS) (a.k.a. posterior-sampling for reinforcement learning) in the frequentist setting, i.e., when the parameters characterizing the LQ dynamics are fixed. Despite the...
متن کاملAdaptive control for a jump linear system with quadratic cost
Abstract: The adaptive control problem for a jump linear system with quadratic cost functional on infinite time interval is solved in this paper. It is assumed that the coefficients of the state equation are unknown but a compact set that contains the parameters is known. A diminishing excitation accompanies the adaptive control signal to ensure the strong consistency of the weighted least squa...
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: Journal of Differential Equations
سال: 1976
ISSN: 0022-0396
DOI: 10.1016/0022-0396(76)90121-2