Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
SIAM Journal on Control and Optimization
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
SIAM Journal on Control and Optimization
Linear quadratic regulation for linear time-varying systems with multiple input delays
Automatica (Journal of IFAC)
Near-optimal controls of random-switching LQ problems with indefinite control weight costs
Automatica (Journal of IFAC)
Hi-index | 22.14 |
An indefinite linear quadratic (ILQ) optimal control problem is discussed for singular discrete-time-varying linear systems with multiple input delays. The problem is transformed to the one for standard systems by normalizability decomposition. An explicit controller is obtained by computing the gain of the smoothing estimation of dual systems. Necessary and sufficient conditions guaranteeing the existence of unique solution are given simultaneously. A numerical example illustrates the presented method.