Inverse Problem of Linear Optimal Control
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Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
Cited in
(31)- Multi-objective controller design for discrete stochastic optimal systems with non-linear time-varying unmodelled dynamics and noise spectral uncertainties
- Inverse optimal control for averaged cost per stage linear quadratic regulators
- Linear conic optimization for inverse optimal control
- Consensus rate regulation for general linear multi-agent systems under directed topology
- Stabilization of controlled systems by nonlinear control actions
- L-structure least squares solutions of generalized reduced biquaternion matrix equations with applications
- On the general inverse problem of optimal control theory
- On successive pole assignment by linear-quadratic optimal feedbacks
- On minimal solutions of the matrix equation AX-YB=0
- Symmetric, positive semidefinite, and positive definite real solutions of AX=XA^ T and AX=YB
- Invariant description of linear regulator problems and reduction of the algebraic Riccati equation
- On solutions of matrix equation \(AXB+CYD=F\)
- Topology-induced containment for general linear systems on weakly connected digraphs
- Developing the CGLS algorithm for the least squares solutions of the general coupled matrix equations
- Symmetric -submanifolds of positive definite matrices and the Sylvester equation XM=NX
- An analog of the adjugate matrix for the outer inverse \(A^{(2)}_{T, S}\)
- The inverse problem of linear optimal control for constant disturbance
- Sufficient conditions for Stackelberg and Nash strategies with memory
- Constrained solutions of a system of matrix equations
- Continuous-time inverse quadratic optimal control problem
- A revisit to inverse optimality of linear systems
- A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy
- Discrete-time inverse linear quadratic optimal control over finite time-horizon under noisy output measurements
- On optimal pole assignment in a specified region
- Inverse optimal control for discrete-time finite-horizon linear quadratic regulators
- Improved M-matrix condition for the existence of positive-real weighting
- Generalized robustness of optimally of linear quadratic regulators
- On a conservative concept for output static stabilizability:analysis, consequences, and related problems
- Nonuniqueness and convergence to equivalent solutions in observer-based inverse reinforcement learning
- Completion of symmetric orthogonal matrices and corresponding matrix equation problem
- On the minimal information necessary to stabilize a linear system
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