Exponential linear quadratic optimal control with discounting
| Autor: | Jr. W.E. Hopkins |
|---|---|
| Rok vydání: | 1994 |
| Předmět: |
Discounting
Mathematical optimization Constant coefficients Linear-quadratic regulator Linear-quadratic-Gaussian control Optimal control Computer Science Applications Exponential function Algebraic Riccati equation Control and Systems Engineering ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Riccati equation Applied mathematics Electrical and Electronic Engineering Mathematics |
| Zdroj: | IEEE Transactions on Automatic Control. 39:175-178 |
| ISSN: | 0018-9286 |
| DOI: | 10.1109/9.273361 |
| Popis: | A direct derivation of the solution of the discounted exponential linear quadratic Gaussian optimal control problem is presented. Some extensions to partial observations problems are also given. The solution involves time-varying Riccati equations, providing an example of an infinite horizon, constant coefficient, regulator problem with a time-varying optimal control. > |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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