Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems.
Jianhui HuangXun LiTianxiao WangPublished in: Syst. Control. Lett. (2017)
Keyphrases
- closed loop
- optimization problems
- open loop
- control system
- control scheme
- fault detection and isolation
- control law
- feedback control
- cost function
- real time
- optimal solution
- feedback controller
- parameter identification
- objective function
- trajectory tracking
- force control
- metaheuristic
- dynamic environments
- evolutionary algorithm
- lagrange multipliers
- asymptotic stability
- nonlinear systems
- guaranteed cost