State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework

DOI10.1007/S10957-011-9836-0zbMath1223.93123OpenAlexW2086192929MaRDI QIDQ639931

M. J. Zyskowski, Ronald W. Diersing, Michael K. Sain

Publication date: 11 October 2011

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9836-0

zbMATH Keywords

dynamic programmingstochastic optimal controlcost cumulant controlcost density-shapingearthquake engineering benchmark

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Existence of solutions of a Riccati differential system from a general cumulant control problem

Cites Work

• Unnamed Item
• Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection
• On the essential quadratic nature of LQG control-performance measure cumulants
• Design-performance-measure statistics for stochastic linear control systems

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