State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework

DOI10.1007/S10957-011-9836-0MaRDI QIDQ639931zbMATH OpenOpenAlexFDO

Authors M. J. Zyskowski, Michael K. Sain, Ronald W. Diersing

Publication date 11 October 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-011-9836-0

zbMATH Keywords

dynamic programmingstochastic optimal controlcost cumulant controlcost density-shapingearthquake engineering benchmark

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
• Design-performance-measure statistics for stochastic linear control systems
• On the essential quadratic nature of LQG control-performance measure cumulants

Cited in

(3)

• scientific article; zbMATH DE number 2015382 (Why is no real title available?)
• Existence of solutions of a Riccati differential system from a general cumulant control problem
• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection

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