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

DOI10.1007/S10957-011-9836-0zbMATH Open1223.93123OpenAlexW2086192929MaRDI QIDQ639931FDOQ639931

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

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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)

Cites Work

• Title not available (Why is that?)
• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
• On the essential quadratic nature of LQG control-performance measure cumulants
• Design-performance-measure statistics for stochastic linear control systems

Cited In (3)

• Title not available (Why is that?)
• 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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