Optimal control of LQG problem with an explicit trade-off between mean and variance-Reference-Cited by-同舟云学术

Optimal control of LQG problem with an explicit trade-off between mean and variance

Published:2011-12 Issue:12 Volume:42 Page:1957-1964
ISSN:0020-7721
Container-title:International Journal of Systems Science
language:en
Short-container-title:International Journal of Systems Science

Author:

Qian Fucai,Xie Guo,Liu Ding,Xie Wenfang

Publisher

Informa UK Limited

Subject

Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering

Link

http://www.tandfonline.com/doi/pdf/10.1080/00207721003764133

Reference16 articles.

1. Multiple objective optimal control of linear systems: the quadratic norm case

2. On general multiple linear-quadratic control problems

3. Li, D and Qian, FC. Closed-loop Optimal Control Law for Discrete-time LQG Problems with a Mean–variance Objective. Proceedings of the 43rd IEEE Conference on Decision and Control. 2004. pp.2291–2296. Paradise Island, Bahamas: Monographie.

4. Li, D, Qian, FC and Fu, P. Mean–Variance Control for Discrete-time LQG Problems. Proceedings of American Control Conference. 2003. pp.4444–4449. Denver

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