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Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)(2)
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scopus(10)
A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces
ArticleAbstract: We present an approximation framework for computing the solution of the stochastic linear quadraticPalabras claves:Approximation schemes, feedback control, Riccati equations, Stochastic linear quadratic regulator problemsAutores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusFourier-splitting method for solving hyperbolic LQR problems
ArticleAbstract: We consider the numerical approximation to linear quadratic regulator problems for hyperbolic partiaPalabras claves:Fourier method, Hyperbolic LQR problem, Numerical solution, Operator splitting method, Optimal feedback controlAutores:Csomós P., Hermann MenaFuentes:scopusNumerical solution of the finite horizon stochastic linear quadratic control problem
ArticleAbstract: The treatment of the stochastic linear quadratic optimal control problem with finite time horizon rePalabras claves:BDF methods, Rosenbrock methods, splitting methods, stochastic LQR problem, stochastic Riccati equationsAutores:Damm T., Hermann Mena, Stillfjord T.Fuentes:scopusNumerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
ArticleAbstract: The numerical analysis of linear quadratic regulator design problems for parabolic partial differentPalabras claves:BDF method, LQR problem, parabolic control problem, Riccati differential equation, Rosenbrock methodAutores:Benner P., Hermann MenaFuentes:scopusInnovative integrators for computing the optimal state in LQR problems
Conference ObjectAbstract: We consider the numerical approximation of linear quadratic optimal control problems for partial difPalabras claves:Abstract LQR problems, Convergence Analysis, Exponential integrators, Operator splitting procedures, Optimal ControlAutores:Csomós P., Hermann MenaFuentes:scopusSolving sparse differential riccati equations on hybrid CPU-GPU platforms
Conference ObjectAbstract: The numerical treatment of the linear-quadratic optimal control problem requires the solution of RicPalabras claves:Differential Riccati equation (DRE), feedback control, Implicit Euler, Linearly implicit Euler, LQRAutores:Benner P., Dufrechou E., Ezzatti P., Hermann Mena, Quintana-Ortí E.S., Remón A.Fuentes:scopusSolving stochastic LQR problems by polynomial chaos
ArticleAbstract: We consider the infinite dimensional stochastic linear quadratic optimal control problem for the infPalabras claves:computational methods, Stochastic optimal controlAutores:Hermann Mena, Lena Maria Pfurtscheller, Levajkovic T.Fuentes:scopusThe stochastic LQR optimal control with fractional Brownian motion
Book PartAbstract: We consider the stochastic linear quadratic optimal control problem where the state equation is givePalabras claves:Autores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopusThe stochastic linear quadratic control problem with singular estimates
ArticleAbstract: We study an infinite dimensional finite horizon stochastic linear quadratic control problem in an abPalabras claves:Control of stochastic PDEs, Singular estimate control systems, Stochastic linear quadratic controlAutores:Hafizoglu C., Hermann Mena, Lasiecka I., Levajkovic T., Tuffaha A.Fuentes:scopusThe stochastic linear quadratic optimal control problem in hilbert spaces: A polynomial chaos approach
ArticleAbstract: We consider the stochastic linear quadratic optimal control problem for state equations of the Itô-SPalabras claves:Itô-Skorokhod integral, Polynomial chaos expansion method, Riccati equations, Stochastic linear quadratic optimal control problem, White noise analysisAutores:Hermann Mena, Levajkovic T., Tuffaha A.Fuentes:scopus