This article proposes a general formulation for temporal parallelization of dynamic programming optimal control problems. We derive the elements and associative operators to be able use parallel scans solve these problems with logarithmic time complexity rather than linear complexity. apply this methodology finite state spaces, quadratic tracking problems, class nonlinear The computational bene...

<p style='text-indent:20px;'>In this work, we have proposed a new approach for solving the linear-quadratic optimal control problem, where quality criterion is quadratic function, which can be convex or non-convex. In approach, transform continuous problem into optimization using Cauchy discretization technique, then solve it with active-set method. order to study efficiency and accuracy ...

41 Published By: Blue Eyes Intelligence Engineering & Sciences Publication Pvt. Ltd.  Abstract— A computational method is presented to solve a nonlinear quadratic optimal control problems subject to terminal state constraints, path inequality constraints on both the state and the control variables. The method is based on using a recursive approximation technique to replace the original constra...

3 Quadratic Optimal Control 5 3.1 Linear Quadratic Optimal State Regulator Design . . . . . . . . . . . . . . . . . 6 3.2 Linear Quadratic Optimal Output Regulator Design . . . . . . . . . . . . . . . . 9 3.3 Stability of LQ controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.4 Linear Quadratic Gaussian (LQG) Control . . . . . . . . . . . . . . . . . . . . . 11 3.4.1 S...