Stochastic linear quadratic optimal control with constraint for discrete-time systems
From MaRDI portal
Publication:529912
DOI10.1016/j.amc.2013.09.036zbMath1364.49032OpenAlexW1990179652MaRDI QIDQ529912
Publication date: 9 June 2017
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.09.036
Lagrange multiplier theoremlinear quadratic optimal controldiscrete-time stochastic systemslinear terminal constraint
Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
Related Items (54)
Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming ⋮ Neural networks-based adaptive finite-time control of switched nonlinear systems under time-varying actuator failures ⋮ Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems ⋮ Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems ⋮ Optimal harvesting strategy for a stochastic mutualism system in a polluted environment with regime switching ⋮ Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems ⋮ Dynamical properties of a herbivore-plankton impulsive semidynamic system with eating behavior ⋮ Region stability of linear stochastic discrete systems with time-delays ⋮ Positive solutions for a boundary value problem of fractional differential equation with \(p\)-Laplacian operator ⋮ The piecewise optimisation method for approximating uncertain optimal control problems under optimistic value criterion ⋮ Dynamics of a nonautonomous stochastic SIS epidemic model with double epidemic hypothesis ⋮ Asymptotic analysis of impulsive dispersal predator-prey systems with Markov switching on finite-state space ⋮ Dynamics analysis of a stochastic non-autonomous one-predator-two-prey system with Beddington-DeAngelis functional response and impulsive perturbations ⋮ The finite volume WENO with Lax-Wendroff scheme for nonlinear system of Euler equations ⋮ State estimation for complex-valued memristive neural networks with time-varying delays ⋮ Dynamics analysis of stochastic epidemic models with standard incidence ⋮ Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems ⋮ Adaptive tracking control for a class of uncertain switched stochastic nonlinear systems ⋮ The simple finite volume Lax-Wendroff weighted essentially nonoscillatory schemes for shallow water equations with bottom topography ⋮ \(H_\infty\) robust tracking control of stochastic T-S fuzzy systems with Poisson jumps ⋮ Extinction and persistence in mean of a novel delay impulsive stochastic infected predator-prey system with jumps ⋮ Adaptive fuzzy control for stochastic pure-feedback nonlinear systems with unknown hysteresis and external disturbance ⋮ On the system entropy and energy dissipativity of stochastic systems and their application in biological systems ⋮ Losslessness of nonlinear stochastic discrete-time systems ⋮ Global analysis of a new nonlinear stochastic differential competition system with impulsive effect ⋮ Study on stability and stabilizability of discrete-time mean-field stochastic systems ⋮ Analysis and numerical simulations of a stochastic SEIQR epidemic system with quarantine-adjusted incidence and imperfect vaccination ⋮ Integral reinforcement learning-based guaranteed cost control for unknown nonlinear systems subject to input constraints and uncertainties ⋮ A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse ⋮ Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints ⋮ Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process ⋮ Threshold dynamics of a stochastic chemostat model with two nutrients and one microorganism ⋮ Stabilization of stochastic Markovian jump systems with partially unknown transition probabilities and multiplicative noise ⋮ On the degrees of freedom of mixed matrix regression ⋮ Global analysis of a novel nonlinear stochastic SIVS epidemic system with vaccination control ⋮ Stability analysis for a class of neutral type singular systems with time-varying delay ⋮ A flexible terminal approach to stochastic stability and stabilization of continuous-time semi-Markovian jump systems with time-varying delay ⋮ Periodic solution and ergodic stationary distribution of SEIS dynamical systems with active and latent patients ⋮ Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems ⋮ Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming ⋮ Generalized lag synchronization of multiple weighted complex networks with and without time delay ⋮ Output-feedback control for singular Markovian jump systems with input saturation ⋮ Dynamics of an impulsive stochastic nonautonomous chemostat model with two different growth rates in a polluted environment ⋮ Blockchain financial investment based on deep learning network algorithm ⋮ Robust admissibilization for discrete-time singular systems with time-varying delay ⋮ Dynamics analysis and numerical simulations of a delayed stochastic epidemic model subject to a general response function ⋮ Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode ⋮ Dynamics and optimal harvesting control for a stochastic one-predator-two-prey time delay system with jumps ⋮ Exponential stability and stabilization of fractional stochastic degenerate evolution equations in a Hilbert space: subordination principle ⋮ Exponential stability and extended dissipativity criteria for generalized discrete-time neural networks with additive time-varying delays ⋮ Extended dissipative estimator design for uncertain switched delayed neural networks via a novel triple integral inequality ⋮ GEOMETRICAL ANALYSIS OF A PEST MANAGEMENT MODEL IN FOOD-LIMITED ENVIRONMENTS WITH NONLINEAR IMPULSIVE STATE FEEDBACK CONTROL ⋮ Improved delay-probability-dependent results for stochastic neural networks with randomly occurring uncertainties and multiple delays ⋮ Optimal control for unknown mean-field discrete-time system based on Q-Learning
Cites Work
- Unnamed Item
- Unnamed Item
- Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Discrete-time indefinite LQ control with state and control dependent noises
- Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
- Further results on the uncertainty threshold principle
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- On the Separation Theorem of Stochastic Control
- Convex Programming and Duality in Normed Space
This page was built for publication: Stochastic linear quadratic optimal control with constraint for discrete-time systems
