Generalized linear quadratic control theory
(2006) 45th IEEE Conference on Decision and Control, 2006 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:
https://lup.lub.lu.se/record/616730
- author
- Gattami, Ather LU
- organization
- publishing date
- 2006
- 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
- host publication
- 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
- conference location
- San Diego, CA, United States
- conference dates
- 2006-12-13 - 2006-12-15
- 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
- 2016-04-04 11:42:14
- date last changed
- 2022-02-21 05:05:44
@inproceedings{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}}, booktitle = {{Proceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770)}}, isbn = {{1-4244-0170-4}}, keywords = {{linear quadratic Gaussian control theory; information constraints; optimal control; generalized linear quadratic control; stochastic control; dynamic programming}}, language = {{eng}}, pages = {{1510--1514}}, publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}}, title = {{Generalized linear quadratic control theory}}, url = {{http://dx.doi.org/10.1109/CDC.2006.376772}}, doi = {{10.1109/CDC.2006.376772}}, year = {{2006}}, }