EXPONENTIAL LINEAR-QUADRATIC OPTIMAL-CONTROL WITH DISCOUNTING

Authors
HOPKINS WE
Citation
We. Hopkins, EXPONENTIAL LINEAR-QUADRATIC OPTIMAL-CONTROL WITH DISCOUNTING, IEEE transactions on automatic control, 39(1), 1994, pp. 175-178
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
1
Year of publication
1994
Pages
175 - 178
Database
ISI
SICI code
0018-9286(1994)39:1<175:ELOWD>2.0.ZU;2-Z
Abstract
A direct derivation of the solution of the discounted exponential line ar quadratic Gaussian optimal control problem is presented. Some exten sions to partial observations problems are also given. The solution in volves time-varying Riccati equations, providing an example of an infi nite horizon, constant coefficient, regulator problem with a time-vary ing optimal control.