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Fourier-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:scopusDiscounted cost linear quadratic Gaussian control for descriptor systems
ArticleAbstract: We consider the linear quadratic Gaussian control problem with a discounted cost functional for descPalabras claves:Descriptor systems, dissipation inequality, Kalman–Yakubovich–Popov inequality, linear quadratic Gaussian control, Navier–Stokes equationAutores:Hermann Mena, Lena Maria Pfurtscheller, Voigt M.Fuentes:scopusOn deterministic and stochastic linear quadratic control problems
Conference ObjectAbstract: The numerical treatment of linear quadratic regulator (LQR), linear quadratic Gaussian (LQG) designPalabras claves:LQG, LQR, RDEs, SRDEs, Stochastic ControlAutores:Hermann Mena, 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:scopus