Solution to the HJB equation for LQR-type problems on compact connected Lie groups

DOI10.1016/j.automatica.2017.11.013zbMath1403.49020OpenAlexW2808472993WikidataQ115360088 ScholiaQ115360088MaRDI QIDQ1626947

Uroš V. Kalabić, Rohit Gupta, Anthony M. Bloch, Ilya V. Kolmanovsky

Publication date: 21 November 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.11.013

zbMATH Keywords

optimal controlHJB equationvalue functioncompact connected Lie groupsLQR-type problems

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Algebraic methods (93B25)

Cites Work

• A reduced complexity MIN-plus solution method to the optimal control of closed quantum systems
• Dynamic programming and viscosity solutions for the optimal control of quantum spin systems
• Stabilization with discounted optimal control
• Curvatures of left invariant metrics on Lie groups
• Control theory from the geometric viewpoint.
• The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations
• Second-Order-Optimal Minimum-Energy Filters on Lie Groups
• Stability Analysis of Discrete-Time Infinite-Horizon Optimal Control With Discounted Cost
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Unnamed Item
• Unnamed Item

This page was built for publication: Solution to the HJB equation for LQR-type problems on compact connected Lie groups