scholarly journals An Iterative Method for Solving Quadratic Optimal Control Problem Using Scaling Boubaker Polynomials

2020 ◽  
Vol 5 (2) ◽  
Author(s):  
Imad Noah Ahmed ◽  
Eman Hassan Ouda
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Iterative Method ◽  
Control Problem ◽  
Iteration Method ◽  
Numerical Examples ◽  
Boubaker Polynomials ◽  
Quadratic Optimal Control

  Abstract     In this paper, an iteration method was used for solving a quadratic optimal control problem (QOCP) by the aid of state parameterization technique and scaling Boubaker polynomials. Some numerical examples were added to show the applicability of the method, also a comparison with other method was presented. The process steps were illustrated by some numerical examples with graphs done by Matlab.

scholarly journals Convergence results for an averaged LQR problem with applications to reinforcement learning

2021 ◽  
Author(s):  
Andrea Pesare ◽  
Michele Palladino ◽  
Maurizio Falcone
Keyword(s):  
Optimal Control ◽  
Reinforcement Learning ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Current System ◽  
Numerical Test ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Lqr Problem ◽  
Quadratic Optimal Control

AbstractIn this paper, we will deal with a linear quadratic optimal control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability distribution $$\pi $$ π on the space of matrices. Furthermore, we will assume that such a probability measure is opportunely updated to take into account the increased experience that the agent obtains while exploring the environment, approximating with increasing accuracy the underlying dynamics. Under these assumptions, we will show that the optimal control obtained by solving the “average” linear quadratic optimal control problem with respect to a certain $$\pi $$ π converges to the optimal control driven related to the linear quadratic optimal control problem governed by the actual, underlying dynamics. This approach is closely related to model-based reinforcement learning algorithms where prior and posterior probability distributions describing the knowledge on the uncertain system are recursively updated. In the last section, we will show a numerical test that confirms the theoretical results.

scholarly journals Two Inverse Problems Solution by Feedback Tracking Control

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 137
Author(s):  
Vladimir Turetsky
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Feedback Linearization ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Linear Quadratic Tracking ◽  
Ill Posed ◽  
Quadratic Optimal Control ◽  
Quadratic Tracking

Two inverse ill-posed problems are considered. The first problem is an input restoration of a linear system. The second one is a restoration of time-dependent coefficients of a linear ordinary differential equation. Both problems are reformulated as auxiliary optimal control problems with regularizing cost functional. For the coefficients restoration problem, two control models are proposed. In the first model, the control coefficients are approximated by the output and the estimates of its derivatives. This model yields an approximating linear-quadratic optimal control problem having a known explicit solution. The derivatives are also obtained as auxiliary linear-quadratic tracking controls. The second control model is accurate and leads to a bilinear-quadratic optimal control problem. The latter is tackled in two ways: by an iterative procedure and by a feedback linearization. Simulation results show that a bilinear model provides more accurate coefficients estimates.

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