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Generalized linear quadratic control theory

Gattami, Ather LU (2006) 45th IEEE Conference on Decision and Control, 2006 In Proceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770) p.1510-1514
Abstract
We consider the problem of stochastic control under power constraints. Problems such as linear quadratic optimal control with information constraints are instances of the problem considered. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this paper
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
linear quadratic Gaussian control theory, information constraints, optimal control, generalized linear quadratic control, stochastic control, dynamic programming
in
Proceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770)
pages
5 pages
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
45th IEEE Conference on Decision and Control, 2006
external identifiers
  • WOS:000252251603109
  • Scopus:39649094080
ISBN
1-4244-0170-4
DOI
10.1109/CDC.2006.376772
language
English
LU publication?
yes
id
bf189a30-4619-4d56-9dae-6f09bb1663d1 (old id 616730)
date added to LUP
2007-11-24 09:56:33
date last changed
2016-10-13 04:47:18
@misc{bf189a30-4619-4d56-9dae-6f09bb1663d1,
  abstract     = {We consider the problem of stochastic control under power constraints. Problems such as linear quadratic optimal control with information constraints are instances of the problem considered. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this paper},
  author       = {Gattami, Ather},
  isbn         = {1-4244-0170-4},
  keyword      = {linear quadratic Gaussian control theory,information constraints,optimal control,generalized linear quadratic control,stochastic control,dynamic programming},
  language     = {eng},
  pages        = {1510--1514},
  publisher    = {ARRAY(0xcdb8d48)},
  series       = {Proceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770)},
  title        = {Generalized linear quadratic control theory},
  url          = {http://dx.doi.org/10.1109/CDC.2006.376772},
  year         = {2006},
}