Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Generalized linear quadratic control theory

Gattami, Ather (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:
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
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
2021-02-17 05:31:43
@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},
  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},
}