Approximated Solutions of Linear Quadratic Fractional Optimal Control Problems

Haar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems

‎In this paper‎, ‎Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems‎. ‎Firstly‎, ‎using necessary conditions for optimality‎, ‎the problem is changed into a two-boundary value problem (TBVP)‎. ‎Next‎, ‎Haar wavelets are applied for converting the TBVP‎, ‎as a system of differential equations‎, ‎in to a system of matrix algebraic equations‎...

Linear-Quadratic Fractional Gaussian Control

A control problem for a linear stochastic system with an arbitrary fractional Brownian motion and a cost functional that is quadratic in the system state and the control is solved. An optimal control is given explicitly as the sum of a prediction of the future fractional Brownian motion and the well known linear feedback control for the associated deterministic linear-quadratic control problem....

Optimal Linear Quadratic Control

L∞-Estimates For Approximated Optimal Control Problems

An optimal control problem for a 2-d elliptic equation is investigated with pointwise control constraints. This paper is concerned with discretization of the control by piecewise linear functions. The state and the adjoint state are discretized by linear finite elements. Approximation of order h in the L-norm is proved in the main result.

Linear Quadratic Optimal Control

In previous lectures, we discussed the design of state feedback controllers using using eigenvalue (pole) placement algorithms. For single input systems, given a set of desired eigenvalues, the feedback gain to achieve this is unique (as long as the system is controllable). For multi-input systems, the feedback gain is not unique, so there is additional design freedom. How does one utilize this...