JOURNAL ARTICLE
Exponential linear quadratic optimal control with discounting
Year: 1994 Journal: IEEE Transactions on Automatic Control Vol: 39 (1)Pages: 175-178 Publisher: Institute of Electrical and Electronics Engineers
Abstract
A direct derivation of the solution of the discounted exponential linear quadratic Gaussian optimal control problem is presented. Some extensions to partial observations problems are also given. The solution involves time-varying Riccati equations, providing an example of an infinite horizon, constant coefficient, regulator problem with a time-varying optimal control.< >
Keywords:
Linear-quadratic regulator Linear-quadratic-Gaussian control Optimal control Mathematics Exponential function Riccati equation Applied mathematics Discounting Constant (computer programming) Quadratic equation Gaussian Mathematical optimization Control theory (sociology) Control (management) Computer science Mathematical analysis Partial differential equation Artificial intelligence
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FWCI (Field Weighted Citation Impact)
14
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0.21
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Topics
Target Tracking and Data Fusion in Sensor Networks
Physical Sciences → Computer Science → Artificial Intelligence
Advanced Control Systems Optimization
Physical Sciences → Engineering → Control and Systems Engineering
Adaptive Dynamic Programming Control
Physical Sciences → Computer Science → Computational Theory and Mathematics
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