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
Original language | English |
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Title of host publication | Proceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770) |
Publisher | IEEE - Institute of Electrical and Electronics Engineers Inc. |
Pages | 1510-1514 |
Number of pages | 5 |
ISBN (Print) | 1-4244-0170-4 |
DOIs | |
Publication status | Published - 2006 |
Event | 45th IEEE Conference on Decision and Control, 2006 - San Diego, CA, San Diego, CA, United States Duration: 2006 Dec 13 → 2006 Dec 15 Conference number: 45 |
Conference
Conference | 45th IEEE Conference on Decision and Control, 2006 |
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Country/Territory | United States |
City | San Diego, CA |
Period | 2006/12/13 → 2006/12/15 |
Subject classification (UKÄ)
- Control Engineering
Free keywords
- linear quadratic Gaussian control theory
- information constraints
- optimal control
- generalized linear quadratic control
- stochastic control
- dynamic programming