Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems

DOI10.1007/s13160-016-0217-9zbMath1353.49046OpenAlexW2408006121MaRDI QIDQ346624

Yuanguo Zhu, Yue-fen Chen

Publication date: 29 November 2016

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-016-0217-9

zbMATH Keywords

constrained difference equationdiscrete-time uncertain systemsequality constraintindefinite linear-quadratic optimal control

Mathematics Subject Classification ID

Feedback control (93B52) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21)

Related Items (5)

Uncertain saddle point equilibrium differential games with non-anticipating strategies ⋮ Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems ⋮ A linear quadratic model based on multistage uncertain random systems ⋮ On the solution of the eigenvalue assignment problem for discrete-time systems ⋮ Optimal control for uncertain discrete-time singular systems under expected value criterion

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