Quadratic Control for Linear Time-Varying Systems

From MaRDI portal
Publication:3034429

DOI10.1137/0328019zbMath0692.49006OpenAlexW2069483977MaRDI QIDQ3034429

Akira Ichikawa, Giuseppe Da Prato

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328019




Related Items

The γ-attenuation problem for systems with state dependent noiseOptimal feedback control for a linear-quadratic control problem with a state inequality constraintOptimal controller for a nonautonomous linear stochastic system with a two-sided cost functionalStability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noiseNoise induced escape from stable invariant toriAn optimal control problem for a parabolic equation in non-cylindrical domainsStabilization to trajectories for parabolic equationsAnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise PerturbationsOptimal control design for time-varying catalytic reactors: a Riccati equation-based approachLyapunov equations for time-varying linear systemsMaximal controllability for boundary control problemsUniform convergence of the solutions of Riccati equations for a family of optimal control problemsSome results on Bellman equations of optimal production control in a stochastic manufacturing systemOptimal stabilizing compensator for linear systems under white noise perturbationsHautus condition for the pathwise stabilizability of an infinite dimensional stochastic systemAssignment of the upper Bohl exponent for linear periodic control systems in Hilbert spacesThe stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systemsExistence of time-periodic strong solutions to a fluid-structure systemStability and control for linear systems with jump Markov perturbationsStochastic uniform observability of linear differential equations with multiplicative noiseThe Stochastic Linear Quadratic Control Problem with Singular EstimatesSystems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.Stochastic uniform observability of general linear differential equationsOptimal Production Control in Stochastic Manufacturing Systems with Degenerate DemandUniqueness of solution of production control problem in a manufacturing system with degenerate demandStrongly continuous quasi semigroups in optimal control problems for non-autonomous systemsEquivalent conditions on periodic feedback stabilization for linear periodic evolution equationsDuality-based optimal compensator for boundary control hyperbolic PDEs system: application to a tubular cracking reactorAlmost automorphy and Riccati equationOn the continuous time-varying JLQ problemStochastic \(H^2\) optimal control for a class of linear systems with periodic coefficientsOptimal control of linear stochastic evolution equations in Hilbert spaces and uniform observabilityH2optimal control for a wide class of discrete-time linear stochastic systemsRobust H∞ control of linear time-varying systems with mixed delays in the Hilbert spaceDesigning parametric linear quadratic regulators for parametric LTI systems via LMIsLocal feedback stabilization of time-periodic evolution equations by finite dimensional controlsRemarks on the Internal Exponential Stabilization to a Nonstationary Solution for 1D Burgers EquationsOptimal control of coupled parabolic–hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach