Mostrando 9 resultados de: 9
Filtros aplicados
Publisher
2016 International Conference on High Performance Computing and Simulation, HPCS 2016(1)
Algorithms(1)
Electronic Transactions on Numerical Analysis(1)
IEEE Control Systems Letters(1)
International Journal of Control(1)
Área temáticas
Probabilidades y matemática aplicada(4)
Análisis(3)
Ciencias de la computación(3)
Física aplicada(3)
Diccionarios(1)
Área de conocimiento
Optimización matemática(6)
Control óptimo(3)
Sistema de control(3)
Algoritmo(2)
Análisis numérico(2)
Objetivos de Desarrollo Sostenible
ODS 17: Alianzas para lograr los objetivos(9)
ODS 9: Industria, innovación e infraestructura(9)
Origen
scopus(9)
Analysis of krylov subspace approximation to large-scale differential riccati equations
ArticleAbstract: We consider a Krylov subspace approximation method for the symmetric differential Riccati equation XPalabras claves:Differential Riccati equations, Exponential integrators, Krylov subspace methods, Large-scale ordinary differential equations, Low-rank approximation, LQR optimal control problems, Matrix exponential, Model order reductionAutores:Hermann Mena, Koskela A.Fuentes:scopusAccelerating the resolution of generalized Lyapunov matrix equations on hybrid architectures
Conference ObjectAbstract: Generalized Lyapunov equations play an important role in bilinear model order reduction and linear sPalabras claves:generalized Lyapunov matrix equations, graphics processors, matrix inverse, matrix sign function, multi-core processorsAutores:Bayá R., Decia I., Ezzatti 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: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: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:scopusOn the benefits of the LD<sup>LT</sup> factorization for large-scale differential matrix equation solvers
ArticleAbstract: We propose efficient algorithms for solving large-scale matrix differential equations. In particularPalabras claves:Large-scale, Low-rank, Lyapunov equations, Matrix differential equations, Riccati equationsAutores:Hermann Mena, Lang N., Saak J.Fuentes:scopusSolving matrix equations on multi-core and many-core architectures
ArticleAbstract: We address the numerical solution of Lyapunov, algebraic and differential Riccati equations, via thePalabras claves:Control theory, GPUs, high performance, Lyapunov and Riccati equations, Multicore processorsAutores:Benner P., 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 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