A primal-dual semi-definite programming approach to linear quadratic control

DOI10.1109/9.948474zbMATH Open0994.49022OpenAlexW2171224297MaRDI QIDQ4540490FDOQ4540490

Authors:

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.948474

Recommendations

• Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming
• Primal-dual method for solving a linear-quadratic multi-input optimal control problem
• A primal-dual method for linear-quadratic gaussian control problems with quadratic constraints
• A duality approach for solving control-constrained linear-quadratic optimal control problems
• Stochastic linear-quadratic control via semidefinite programming
• scientific article; zbMATH DE number 7774542
• A numerical solution of positive-semidefinite linear-quadratic optimal control
• Primal-Dual Strategy for Constrained Optimal Control Problems
• Semi-infinite programming approach to continuously-constrained linear-quadratic optimal control problems
• A dynamic programming approach to solving constrained linear-quadratic optimal control problems

zbMATH Keywords

semidefinite programminggeneralized Riccati equationlinear-quadratic controlcomplementary duality

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Semidefinite programming (90C22) Linear-quadratic optimal control problems (49N10)

Cited In (9)

• Quadratically Constrained Attitude Control via Semidefinite Programming
• Stochastic linear-quadratic control via semidefinite programming
• Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays
• Use of semidefinite programming for solving the LQR problem subject to rectangular descriptor systems
• SDP approach for solving LQ control problem subject to implicit system
• Stochastic Linear-Quadratic Control via Primal-Dual Semidefinite Programming
• A numerical solution of positive-semidefinite linear-quadratic optimal control
• Semidefinite programming relaxations and algebraic optimization in control
• LQ control of descriptor systems by cancelling structure at infinity

This page was built for publication: A primal-dual semi-definite programming approach to linear quadratic control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540490)