An efficient scheme for minimax solutions of multiple linear-quadratic control

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Author(s)

  • Wan-Lung Ng
  • Kin-Keung Lai

Related Research Unit(s)

Detail(s)

Original languageEnglish
Pages (from-to)337-344
Journal / PublicationOptimal Control Applications and Methods
Volume26
Issue number6
Publication statusPublished - Nov 2005

Link(s)

DOI

DOI
Check@CityULib
Link to Scopus https://www.scopus.com/record/display.uri?eid=2-s2.0-29844441767&origin=recordpage
Permanent Link https://scholars.cityu.edu.hk/en/publications/publication(142f01ef-d252-41ea-9447-2b07d96c5bc1).html

Abstract

Optimal control is one of the most important methodologies for studies of dynamic systems in many areas of sciences, engineering and economics. Minimax optimal control is a special topic in the general framework of multiple optimal control problems. Minimax optimal control can be considered as a dynamic game with multiple players under the same system. In this paper, we develop a fast search for a minimax solution of multiple linear-quadratic control problems. The algorithm improves the existing solution scheme by adjusting the multiple weighting coefficients in each iteration and also including updates for step-size control. Copyright ©2005 John Wiley & Sons, Ltd.

Research Area(s)

  • Dynamic game, Linear-quadratic optimal control, Minimax approach

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Publication fingerprints text

100
Minimax Keyphrases
100
Linear Quadratic Co... Keyphrases
100
Efficient Scheme Keyphrases
100
Minimax Optimal Con... Keyphrases
100
Multiple Linear Keyphrases
100
Control Computer Science
100
control INIS
100
optimal control INIS
100
solutions INIS
75
Optimal Control The... Mathematics
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Citation Format(s)

[ RIS ] [ BibTeX ]
An efficient scheme for minimax solutions of multiple linear-quadratic control. / Ng, Wan-Lung; Lai, Kin-Keung.
In: Optimal Control Applications and Methods, Vol. 26, No. 6, 11.2005, p. 337-344.

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review