The linear-Quadratic Control Problem Revisited

DOI10.1137/S0363012992233895MaRDI QIDQ4858772zbMATH OpenFDO

Authors Tomasz R. Bielecki

Publication date 15 August 1996

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

Full work available at URL https://doi.org/10.1137/S0363012992233895

zbMATH Keywords

hybrid control problemslinear-quadraticRiccati equationsstochastictime scales

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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Cited in

(16)

• Optimal control for a linear quadratic problem with a stochastic time scale
• Long term average cost control problems without ergodicity
• Stochastic linear quadratic control problem on time scales
• Linear quadratic problem for time-varying systems: The cases without constraints and with the control energy constraint
• Linear-quadratic control problem with robust quadratically constraints
• Near optimal linear quadratic regulator for controlled systems described by Itô differential equations with two fast time sacles
• scientific article; zbMATH DE number 3784735 (Why is no real title available?)
• Development of linear quadratic control laws via control parametrization
• scientific article; zbMATH DE number 1294410 (Why is no real title available?)
• A new approach to the solution of the l/sub 1/ control problem: the scaled-Q method
• On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost
• The Euler Method for Linear Control Systems Revisited
• Relationship between the trace and maximum eigenvalue norms for linear quadratic control design
• Asymptotic investigation of a linear-quadratic control problem
• A mixed linear quadratic optimal control problem with a controlled time horizon
• Linear-quadratic optimal control revisited

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