Generalized linear quadratic control theory

Ather Gattami

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingpeer-review

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 languageEnglish
Title of host publicationProceedings of the 45th IEEE Conference on Decision and Control (IEEE Cat. No. 06CH37770)
PublisherIEEE - Institute of Electrical and Electronics Engineers Inc.
Pages1510-1514
Number of pages5
ISBN (Print)1-4244-0170-4
DOIs
Publication statusPublished - 2006
Event45th IEEE Conference on Decision and Control, 2006 - San Diego, CA, San Diego, CA, United States
Duration: 2006 Dec 132006 Dec 15
Conference number: 45

Conference

Conference45th IEEE Conference on Decision and Control, 2006
Country/TerritoryUnited States
CitySan Diego, CA
Period2006/12/132006/12/15

Subject classification (UKÄ)

  • Control Engineering

Free keywords

  • linear quadratic Gaussian control theory
  • information constraints
  • optimal control
  • generalized linear quadratic control
  • stochastic control
  • dynamic programming

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