Parallel algorithms for optimal control of large scale linear systems
This book presents the parallel algorithms for optimal controllers of large scale linear dynamical systems, namely for singularly perturbed and weakly coupled linear systems. It is an improved and extended version of a previous monograph, the first author, \textit{D. Petkovski} and the second author [Singularly perturbed and weakly coupled linear control systems -- a recursive approach, Lecture Notes in Control and Information Sciences, 140 (1990; Zbl 0697.93023)], and mainly based on the authors recent research papers. After deriving recursive algorithms for the algebraic Lyapunov and Riccati equation and presenting a version of the Chang decoupling transformation applicable to weakly coupled linear systems, the authors study the computation problems of deterministic output feedback control, linear-quadratic Gaussian estimation and control, finite time open-loop control and optimal control, singularly perturbed and weakly coupled systems, differential games, high gain feedback and cheap control as well as composite near-optimal control. The parallel algorithms and real world examples are given.
- Parallel and large-scale matrix computations in control: Some ideas
- Solving linear-quadratic optimal control problems on parallel computers
- Parallel asynchronous algorithms for optimal control of large-scale dynamic systems
- scientific article; zbMATH DE number 2123428
- scientific article; zbMATH DE number 857682
- Optimal control for large-scale systems: a recursive approach
- Parallel partial stabilizing algorithms for large linear control systems
- Chernousko-Lyubushin version of the succesive approximation method for optimal control problems revisited
- Partitioned Dynamic Programming for Optimal Control
- Parallel algorithms for LQ optimal control of discrete-time periodic linear systems
- Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation
- An algorithm for solving the singularly perturbed H_ algebraic Riccati equation
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
- Control systems engineering education
- New method for optimal control and filtering of weakly coupled linear discrete stochastic systems
- On the composite and reduced observer-based control of discrete two-time-scale systems
- Multimodeling control via system balancing
- Parallel partial stabilizing algorithms for large linear control systems
- Optimal control for a new class of singularly perturbed linear systems
- A parallel version of a quasigradient methoid In stochastic control theory∗
- Joint queue-perturbed and weakly coupled power control for wireless backbone networks
- Sequential and Parallel Splitting Methods for Bilinear Control Problems in Hilbert Spaces
- scientific article; zbMATH DE number 4149021 (Why is no real title available?)
- Large-scale convex optimal control problems: time decomposition, incentive coordination, and parallel algorithm
- Solving linear-quadratic optimal control problems on parallel computers
- Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems
- Parallel asynchronous algorithms for optimal control of large-scale dynamic systems
- Optimal control for large-scale systems: a recursive approach
- scientific article; zbMATH DE number 837747 (Why is no real title available?)
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
- Parallel indirect solution of optimal control problems
- Approximation of the Solution Based on the Decoupling Transformation of Linear Time-Varying Singularly Perturbed System with Delay
- Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers
- Inverse reinforcement learning methods for linear differential games
- Stochastic adaptive linear quadratic nonzero-sum differential games
- Parallelization of the Volterra algorithm for linear optimal open loop control
- Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation
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