Výsledky vyhľadávania - continuous-time quadratic programming problems

Approximate dynamic programming for continuous-time linear quadratic regulator problems: relaxation of known input-coupling matrix assumption Autor Lee, J.Y., Park, J.B., Choi, Y.H.

“…This study proposes an approximate dynamic programming (ADP) scheme which solves approximately the continuous-time (CT…”
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A subgradient-based continuous-time algorithm for constrained distributed quadratic programming Autor Jiang, Xinrui, Qin, Sitian, Xue, Xiaoping

“… To solve the penalty-based quadratic programming problem, a novel distributed subgradient-based continuous-time algorithm is presented. With the help…”
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On Some Properties of Parametric Quadratic Programs Pertaining to Continuous-time Quadratic Fractional Programming Autor Ching-Feng Wen, Yung-Yih Lur, Wen-Hsien Ho, Jyh-Horng Chou

“… Such problems are called the {\em continuous-time quadratic fractional programming problems} (CQFP). Some basic properties of parametric continuous-time quadratic programming problems pertaining…”
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A Continuous-Time Distributed Algorithm for Solving a Class of Decomposable Nonconvex Quadratic Programming Autor Zhao, Yan, Liu, Qingshan

“…In this paper, a continuous-time distributed algorithm is presented to solve a class of decomposable quadratic programming problems…”
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Predefined Upper Bound of Settling Time based Convergent Gradient Flow Systems Autor Prasun, Parijat, Pandey, Sunidhi, Kamal, Shyam, Ghosh, Sandip, Singh, Devender, Ghosh, Debdas

“… A least square estimation problem and a quadratic programming problem are solved using the proposed continuous-time optimization approach…”
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Distributed Continuous-time Algorithm for Time-varying Quadratic Programming with Coupled Equality Constraint Autor Yue, Yuanyuan, Liu, Qingshan

“…This paper describes a distributed algorithm that employs the distributed average tracking approach to address time-varying quadratic programming problem…”
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Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation Autor Pang, Bo, Bian, Tao, Jiang, Zhong-Ping

“…This article studies the robustness of policy iteration in the context of continuous-time infinite-horizon linear quadratic regulator (LQR) problem…”
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A new regression estimator with neural network realization Autor Youshen Xia, Leung, H., Nan Xie, Bosse, E.

“… Two recurrent neural networks in continuous-time and discrete-time respectively are proposed to solve the quadratic programming problem in real time…”
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A New Varying-Parameter Convergent-Differential Neural-Network for Solving Time-Varying Convex QP Problem Constrained by Linear-Equality Autor Zhang, Zhijun, Lu, Yeyun, Zheng, Lunan, Li, Shuai, Yu, Zhuliang, Li, Yuanqing

“…To solve online continuous time-varying convex quadratic-programming problems constrained by a time-varying linear-equality, a novel varying-parameter convergent-differential neural network (termed as VP-CDNN…”
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Exploiting the Black-Litterman framework through error-correction neural networks Autor Mourtas, Spyridon D., Katsikis, Vasilios N.

“… In this research, we define and study the continuous-time BL portfolio optimization (CTBLPO) problem as a time-varying quadratic programming (TVQP) problem…”
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Continuous-time inverse quadratic optimal control problem Autor Li, Yibei, Yao, Yu, Hu, Xiaoming

“…In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences…”
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Reinforcement Learning-Based Linear Quadratic Regulation of Continuous-Time Systems Using Dynamic Output Feedback Autor Rizvi, Syed Ali Asad, Lin, Zongli

“…) problem of continuous-time systems based on reinforcement learning using dynamic output feedback…”
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An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems Autor Zhang, Heng

“…) algorithm to solve an infinite-horizon continuous-time linear quadratic stochastic (LQS) optimal control problem, where the diffusion term in system dynamics contains both control and state variables…”
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Discrete dynamic optimization of N-stages control for isolated signalized intersections Autor Haddad, Jack, Gutman, Per-Olof, Ioslovich, Ilya, Mahalel, David

“… Numerical comparisons between the continuous-time optimal solution and the discrete-event optimal solutions, obtained from linear programming and sequential quadratic…”
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Continuous-Time Q-Learning for Infinite-Horizon Discounted Cost Linear Quadratic Regulator Problems Autor Palanisamy, Muthukumar, Modares, Hamidreza, Lewis, Frank L., Aurangzeb, Muhammad

“…) problem for continuous-time (CT) continuous-state systems. Most available methods in the existing literature for CT systems to solve the LQR problem generally need partial or complete knowledge of the system dynamics…”
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Temporal Parallelization of the HJB Equation and Continuous-Time Linear Quadratic Control Autor Sarkka, Simo, Garcia-Fernandez, Angel F.

“…This article presents a mathematical formulation to perform temporal parallelization of continuous-time optimal control problems, which can be solved via the Hamilton-Jacobi-Bellman (HJB) equation…”
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An Adaptive Partial Sensitivity Updating Scheme for Fast Nonlinear Model Predictive Control Autor Chen, Yutao, Bruschetta, Mattia, Cuccato, Davide, Beghi, Alessandro

“…) are used to efficiently solve nonlinear programming (NLP) problems arising from continuous-time NMPC applications…”
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Policy-Iteration-Based Finite-Horizon Approximate Dynamic Programming for Continuous-Time Nonlinear Optimal Control Autor Lin, Ziyu, Duan, Jingliang, Li, Shengbo Eben, Ma, Haitong, Li, Jie, Chen, Jianyu, Cheng, Bo, Ma, Jun

“…The Hamilton-Jacobi-Bellman (HJB) equation serves as the necessary and sufficient condition for the optimal solution to the continuous-time (CT…”
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Continuous-time constrained linear quadratic regulator for switched linear systems Autor Gori, Pietro, Pierallini, Michele, Angelini, Franco, Garabini, Manolo

“… To address these challenges, we propose a framework for solving the Continuous-Time Constrained Linear Quadratic Regulator (CT-CLQR…”
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Optimal dynamic output feedback control of unknown linear continuous-time systems by adaptive dynamic programming Autor Xie, Kedi, Zheng, Yiwei, Jiang, Yi, Lan, Weiyao, Yu, Xiao

“…In this paper, we present an approximate optimal dynamic output feedback control learning algorithm to solve the linear quadratic regulation problem for unknown linear continuous-time systems…”
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