Optimal control for both forward and backward discrete-time systems

DOI10.1016/J.MATCOM.2024.03.009MaRDI QIDQ6567006zbMATH OpenFDO

Authors Xin Chen, Yue Yuan, Dongmei Yuan, Xiao Ge

Publication date 4 July 2024

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.MATCOM.2024.03.009

zbMATH Keywords

optimal controlbang-bang controlrecursive equationslinear quadratic control

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX) Systems theory; control (93-XX)

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Cited in

(2)

• Uncertain stochastic linear quadratic control subject to forward and backward multi-stage systems
• Bang-bang and linear quadratic zero-sum game for noncausal and causal systems

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