The optimization of processes is an omnipresent task in industry and science. In many cases those processes are characterized by partial di erential equations (PDEs), which describe how the state of a considered system can be regulated by a control. The aim is to nd a control which induces a desired state or a close approximation of it. A task of this type is called an optimal control problem. ...

The paper establishes a new procedure to obtain the solution for the optimal tracking problem based on dynamic programming. The optimal control refers to a quadratic criterion with finite final time, regarding a perturbed time-variant linear system. The proposed algorithm can be easier implemented by comparison with other procedures. Key-Words: optimal control, linear quadratic, tracking problem

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 24 August 2020Accepted: 28 January 2021Published online: 08 April 2021Keywordslinear quadratic problem, overtaking optimal control, controllabilityAMS Subject Headings49J15, 49N10, 93B05Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for ...

The purpose of this paper is to provide a unified presentation of the formulas arising in the discrete-time finite-horizon linear Linear Quadratic Regulator problem, the Linear Quadratic Gaussian problem, the Linear Exponential of Quadratic Gaussian problem, and the minimax Linear Quadratic Gaussian problem. For these classes of optimal control problems, the paper presents formulas for optimal ...