A gradient flow approach for computing jump linear quadratic optimal feedback gains

DOI10.3934/DCDS.2000.6.803zbMATH Open1009.49028OpenAlexW2017292399MaRDI QIDQ1864064FDOQ1864064

Authors: Yanyan Li 

Publication date: 16 March 2003

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2000.6.803

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zbMATH Keywords

stochastic controlfeedback control lawLyapunov differential equationsgradient flow based algorithmjump linear quadratic systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimal feedback synthesis (49N35)

Cited In (2)

• A gradient flow approach to computing lq optimal output feedback gains
• A computational method for a class of jump linear quadratic systems

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