3 papers
math.OC2024
Numerical Discretization Methods for the Discounted Linear Quadratic Control Problem
Zhanhao Zhang, Steen Hørsholt, John Bagterp Jørgensen
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecew…
eess.SY2024
Numerical Discretization Methods for the Extended Linear Quadratic Control Problem
Zhanhao Zhang, Jan Lorenz Svensen, Morten Wahlgreen Kaysfeld +3
In this study, we introduce numerical methods for discretizing continuous-time linear-quadratic optimal control problems (LQ-OCPs). The discretization of continuous-time LQ-OCPs is…
eess.SY2024
Numerical Discretization Methods for Linear Quadratic Control Problems with Time Delays
Zhanhao Zhang, Steen Hørsholt, John Bagterp Jørgensen
This paper presents the numerical discretization methods of the continuous-time linear-quadratic optimal control problems (LQ-OCPs) with time delays. We describe the weight matrice…