Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
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Publication:6174065
DOI10.1016/J.SYSCONLE.2023.105551zbMATH Open1520.93621OpenAlexW4378554856MaRDI QIDQ6174065FDOQ6174065
Authors: HaiSen Zhang, Xianfeng Zhang 
Publication date: 13 July 2023
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2023.105551
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Riccati equationLagrangian dualitystochastic linear quadratic optimal control problemKalman-type rank conditionexpectation-type linear equality constraint
Controllability (93B05) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
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Cited In (9)
- Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case
- Stochastic linear quadratic optimal control problem with terminal state constraints
- Stochastic linear-quadratic control problems with affine constraints
- Stochastic LQ control with extra measurability restriction
- Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints
- Linear quadratic stochastic control problems with stochastic terminal constraint
- Study on stochastic linear quadratic optimal control with quadratic and mixed terminal state constraints
- An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
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