Uncertain optimal control of linear quadratic models with jump

Multidimensional Uncertain Optimal Control of Linear Quadratic Models with Jump ?

Based on the multidimensional uncertain optimal control problem with jump, in this paper, a kind of special multidimensional uncertain optimal control problem: multidimensional uncertain linear-quadratic (LQ) optimal control problem with jump which has a quadratic objective function for a multidimensional uncertain linear control system with jump is studied. A necessary and sufficient condition...

Uncertain optimal control of linear quadratic models with jump

Based on the uncertain optimal control with jump, in this paper, we study a special optimal control problem: linear quadratic uncertain optimal control problem with jump which has a quadratic objective functional for a linear uncertain control system with jump. We obtain the necessary and sufficient conditions for the existence of optimal control.

Uncertain Optimal Control with Jump

Based on the uncertainty theory, an uncertain optimal control problem with jump is considered for uncertain dynamical systems driven by both an uncertain V jump process and an uncertain canonical process. The principle of optimality and the equation of optimality are obtained by applying the dynamic programming principle of the optimal control. As its applications, a pension funds control probl...

Optimal Linear Quadratic Control

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...