Indefinite linear quadratic optimal control problem for uncertain random discrete-time systems

DOI10.1007/S12190-023-01892-6MaRDI QIDQ6046905zbMATH OpenOpenAlexFDO

Authors Xin Chen, Jing Cao, Ting Jin

Publication date 6 October 2023

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12190-023-01892-6

zbMATH Keywords

optimal controlrecurrence equationsindefinite linear quadraticvarying system

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

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Cited in

(7)

• Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
• Study on indefinite stochastic linear quadratic optimal control with inequality constraint
• Indefinite LQ optimal control for discrete-time uncertain systems
• Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
• Optimal control for both forward and backward discrete-time systems
• scientific article; zbMATH DE number 3896777 (Why is no real title available?)
• Indefinite LQ optimal control with cross term for discrete‐time uncertain systems

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