Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states.
Haisen ZhangXianfeng ZhangPublished in: Syst. Control. Lett. (2023)
Keyphrases
- optimal control problems
- optimal control
- linear quadratic
- equality constraints
- solving nonlinear
- linear constraints
- dynamic programming
- nonlinear programming
- decomposition algorithm
- constrained optimization problems
- control strategy
- complex valued
- optimal solution
- dynamical systems
- linear programming
- augmented lagrangian
- closed loop
- genetic programming
- optimization problems
- evolutionary algorithm