The difference and unity of irregular LQ control and standard LQ control and its solution
From MaRDI portal
Publication:4999609
DOI10.1051/cocv/2020074zbMath1467.93341arXiv2001.07001OpenAlexW3094640226MaRDI QIDQ4999609
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.07001
Related Items
Cites Work
- First and second order necessary conditions for stochastic optimal control problems
- Singular optimal control: The linearquadratic problem
- Discrete-time indefinite LQ control with state and control dependent noises
- Necessary and sufficient conditions for optimality for singular control problems: A transformation approach
- Linear stochastic singular control problems
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
- Variational Approach to Second-Order Optimality Conditions for Control Problems with Pure State Constraints
- Control for Itô Stochastic Systems With Input Delay
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Singular Optimal Control: A Geometric Approach
- Singular problems in optimal control—a survey
- The High Order Maximal Principle and Its Application to Singular Extremals
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- The singular solutions to a singular quadratic minimization problem†
- Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint
- High Order Necessary Conditions for Optimality
- The theory of dynamic programming
- The analytical design of control systems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item