Near-optimal controls of random-switching LQ problems with indefinite control weight costs

Automatica

Volumn 41, Issue 6, 2005, Pages 1063-1070

  Liu, Yuanjin ^a   Yin, G ^a   Zhou, Xun Yu ^b  

^a WAYNE STATE UNIVERSITY   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Hybrid system; Indefinite weight; LQ problem; Near optimality

Indexed keywords

COMPUTATIONAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MOTION COMPENSATION; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; PROBLEM SOLVING; QUADRATIC PROGRAMMING; RICCATI EQUATIONS; WHITE NOISE;

HYBRID SYSTEMS; INDEFINITE WEIGHT; LQ PROBLEMS; NEAR OPTIMALITY;

OPTIMAL CONTROL SYSTEMS;

EID: 17644384455     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2005.01.002     Document Type: Article

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