A Deterministic Affine-Quadratic Optimal Control Problem

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is differentiable and therefore satisfies the corresponding Hamilton-Jacobi-Bellman equation in the classical sense. Moreover, the so-called quasi-Riccati equation is derived and any optimal control admits a state feedback representation.Comment: 30 page

Sensor/Actuator Selection for the Constrained Variance Control Problem

The problem of designing a linear controller for systems subject to inequality variance constraints is considered. A quadratic penalty function approach is used to yield a linear controller. Both the weights in the quadratic penalty function and the locations of sensors and actuators are selected by successive approximations to obtain an optimal design which satisfies the input/output variance constraints. The method is applied to NASA's 64 meter Hoop-Column Space Antenna for satellite communications. In addition the solution for the control law, the main feature of these results is the systematic determination of actuator design requirements which allow the given input/output performance constraints to be satisfied

Numerical solution of a fuzzy time-optimal control problem

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy optimal time and reduce its calculation to two crisp optimal control problems. We examine the proposed approach on an example.Comment: 11 pages, 3 figure