Discrete-TimeH∞Preview Control Problem in Finite Horizon
نویسندگان
چکیده
منابع مشابه
A Discrete Dynamic Programming Approximation to the Multiobjective Deterministic Finite Horizon Optimal Control Problem
This paper addresses the problem of finding an approximation to the minimal element set of the objective space for the class of multiobjective deterministic finite horizon optimal control problems. The objective space is assumed to be partially ordered by a pointed convex cone containing the origin. The approximation procedure consists of a two-step discretization in time and state space. Follo...
متن کاملA Nested Computational Approach to the Discrete-Time Finite-Horizon LQ Control Problem
A new algorithmic setting is proposed for the discrete-time finite-horizon linear quadratic (LQ) optimal control problem with constrained or unconstrained final state, no matter whether the problem is cheap, singular, or regular. The proposed solution, based on matrix pseudoinversion, is completed and made practically implementable by a nesting procedure for welding optimal subarcs that enables...
متن کاملFinite-Horizon Optimal Control of Discrete-Time Switched Linear Systems
Finite-horizon optimal control problems for discrete-time switched linear control systems are investigated in this paper. Two kinds of quadratic cost functions are considered. The weight matrices are different. One is subsystem dependent; the other is time dependent. For a switched linear control system, not only the control input but also the switching signals are control factors and are neede...
متن کاملImpulse control problem on finite horizon with execution delay
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before the effective execution of the first one. This is motivated by financial applications in the trading of illiquid assets such as hedge funds. We show that the ...
متن کاملOptimal Finite-time Control of Positive Linear Discrete-time Systems
This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/679234