Parallel algorithms for optimal control of large scale linear systems
From MaRDI portal
Publication:684753
zbMATH Open0788.93025MaRDI QIDQ684753FDOQ684753
Authors: Zoran Gajic, X. Shen
Publication date: 28 September 1993
Published in: Communications and Control Engineering (Search for Journal in Brave)
Recommendations
- Parallel and large-scale matrix computations in control: Some ideas
- Solving linear-quadratic optimal control problems on parallel computers
- Parallel asynchronous algorithms for optimal control of large-scale dynamic systems
- scientific article; zbMATH DE number 2123428
- scientific article; zbMATH DE number 857682
- Optimal control for large-scale systems: a recursive approach
- Parallel partial stabilizing algorithms for large linear control systems
- Chernousko-Lyubushin version of the succesive approximation method for optimal control problems revisited
- Partitioned Dynamic Programming for Optimal Control
Cited In (25)
- Multimodeling control via system balancing
- Parallel indirect solution of optimal control problems
- Title not available (Why is that?)
- Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation
- Large-scale convex optimal control problems: time decomposition, incentive coordination, and parallel algorithm
- Optimal control for a new class of singularly perturbed linear systems
- Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers
- Parallel partial stabilizing algorithms for large linear control systems
- Solving linear-quadratic optimal control problems on parallel computers
- Sequential and Parallel Splitting Methods for Bilinear Control Problems in Hilbert Spaces
- An algorithm for solving the singularly perturbed \(H_\infty\) algebraic Riccati equation
- On the composite and reduced observer-based control of discrete two-time-scale systems
- Control systems engineering education
- Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation
- A parallel version of a quasigradient methoid In stochastic control theory∗
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
- Approximation of the Solution Based on the Decoupling Transformation of Linear Time-Varying Singularly Perturbed System with Delay
- Parallelization of the Volterra algorithm for linear optimal open loop control
- Inverse reinforcement learning methods for linear differential games
- New method for optimal control and filtering of weakly coupled linear discrete stochastic systems
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
- Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems
- Parallel algorithms for LQ optimal control of discrete-time periodic linear systems
- Title not available (Why is that?)
- Joint queue-perturbed and weakly coupled power control for wireless backbone networks
This page was built for publication: Parallel algorithms for optimal control of large scale linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q684753)