Title :
Generalized Linear Quadratic Control Theory
Author_Institution :
Dept. of Autom. Control, Lund Univ.
Abstract :
We consider the problem of stochastic control under power constraints. Problems such as linear quadratic optimal control with information constraints are instances of the problem considered. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this paper
Keywords :
dynamic programming; linear systems; optimal control; stochastic systems; dynamic programming; generalized linear quadratic control; information constraints; linear quadratic Gaussian control theory; optimal control; stochastic control; Channel capacity; Constraint theory; Control theory; Costs; Distributed control; Dynamic programming; Optimal control; State feedback; Stochastic processes; USA Councils;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.376772
