Name
Abstract | ||
|---|---|---|
Performance-first control for discrete-time LQG is considered in this paper to minimize the probability that the performance index exceeds a preselected threshold via constructing a closed-loop feedback control law. This problem can be converted into a mean-variance control problem which can be solved by developing a nested form of the variance and using polynomial optimization as a solution scheme. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1109/TAC.2009.2026850 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
Optimal control,Performance analysis,Automatic control,Investments,Polynomials,Control theory,Symmetric matrices,Portfolios,Feedback control,Linear programming | Mathematical optimization,Optimal control,Linear-quadratic-Gaussian control,Polynomial,Control theory,Optimal projection equations,Automatic control,Discrete time and continuous time,Linear-quadratic regulator,Mathematics,Stochastic control | Journal |
Volume | Issue | ISSN |
54 | 9 | 0018-9286 |
Citations | PageRank | References |
1 | 0.39 | 8 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Duan Li | 1 | 721 | 73.60 |
| Fucai Qian | 2 | 42 | 9.27 |
| Jianjun Gao | 3 | 51 | 11.33 |