Cardinality Constrained Linear-Quadratic Optimal Control

DOI10.1109/TAC.2011.2140770zbMath1368.90166WikidataQ57445455 ScholiaQ57445455MaRDI QIDQ5347818

Li, Duan, Jian-Jun Gao

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Linear-quadratic optimal control problems (49N10)

Related Items (12)

Strong formulations for quadratic optimization with M-matrices and indicator variables ⋮ A polynomial case of the cardinality-constrained quadratic optimization problem ⋮ On continuous-time constrained stochastic linear-quadratic control ⋮ Recent advances in mathematical programming with semi-continuous variables and cardinality constraint ⋮ The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables ⋮ \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables ⋮ On the convex hull of convex quadratic optimization problems with indicators ⋮ Sparse tangent portfolio selection via semi-definite relaxation ⋮ Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach ⋮ Quadratic cone cutting surfaces for quadratic programs with on-off constraints ⋮ On Minimal Valid Inequalities for Mixed Integer Conic Programs ⋮ Optimal control applications and methods literature survey (No. 27)

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