Journal ArticleDOI
The linear-Quadratic Control Problem
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In this paper, the classical linear-quadratic-Gaussian (LOG) problem from optimal control theory is surveyed with respect to recent developments in the following areas: singular control, state/control constraints, and control constraints.Abstract:
The classical linear-quadratic-Gaussian (LOG) problem from optimal control theory is surveyed with respect to recent developments in the following areas: singular control, state/control constraints...read more
Citations
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Journal ArticleDOI
Dynamic behavior of CO2 spot prices
TL;DR: In this article, the authors present a tractable stochastic equilibrium model reflecting stylized features of the EU ETS and analyze the resulting CO2 spot price dynamics, showing that CO2 prices do not have to follow any seasonal patterns, discounted prices should possess the martingale property, and an adequate CO2 price process should exhibit a time and price-dependent volatility structure.
Journal ArticleDOI
On the Number and Placement of Actuators for Independent Modal Space Control
TL;DR: The ease of control law generation by this approach is seen to be obtained at the expense of the ability to adjust directly the penalties on the actuator effort, and methods are developed which are comparatively simple to use and which can determine optimal actuator locations.
Journal ArticleDOI
Constrained optimal control
R. Castelein,A. Johnson +1 more
TL;DR: In this article, sufficient conditions on the weighting matrices of the cost criterion are derived to ensure that the closed-loop response of the original process with the standard, unconstrained optimal feedback law will be nonnegative.
Journal ArticleDOI
Existence, Uniqueness, and Stability of Solutions to Singular Linear Quadratic Optimal Control Problems
TL;DR: In this article, the authors consider general continuous and discrete time linear quadratic optimal control problems, where the dynamics of the system is a linear differential or difference algebraic equation with constant coefficient matrices and the cost functionals are defined by infinite integrals or sums.
Proceedings ArticleDOI
A complete optimally condition in the inverse problem of optimal control
Takao Fujii,Masaru Narazaki +1 more
TL;DR: In this paper, a complete optimality condition in the standard inverse problem of optimal control for the multi-input case is established and the optimality of a feedback control law is characterized completely in terms of a new geometric condition as well as the well-known return difference condition.
References
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Contributions to the theory of optimal control
TL;DR: In this article, the authors considered the problem of least square feedback control in a linear time-invariant system with n states, and proposed a solution based on the concept of controllability.
Journal ArticleDOI
The role and use of the stochastic linear-quadratic-Gaussian problem in control system design
TL;DR: In this paper, the role of the linear-quadratic stochastic control problem in engineering design is reviewed in tutorial fashion, motivated by considering the control of a non-linear uncertain plant about a desired input-output response.