DocumentCode
2475493
Title
Generalized Linear Quadratic Control Theory
Author
Gattami, Ather
Author_Institution
Dept. of Autom. Control, Lund Univ.
fYear
2006
fDate
13-15 Dec. 2006
Firstpage
1510
Lastpage
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
Keywords
dynamic programming; linear systems; optimal control; stochastic systems; dynamic programming; generalized linear quadratic control; information constraints; linear quadratic Gaussian control theory; optimal control; stochastic control; Channel capacity; Constraint theory; Control theory; Costs; Distributed control; Dynamic programming; Optimal control; State feedback; Stochastic processes; USA Councils;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2006 45th IEEE Conference on
Conference_Location
San Diego, CA
Print_ISBN
1-4244-0171-2
Type
conf
DOI
10.1109/CDC.2006.376772
Filename
4177611
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