Extensions of Linear-Quadratic Control Theory

Inhaltsverzeichnis

• Review of linear dynamic systems.
• Canonical forms, pole assignment and state observers.
• Lyapunov stability theory.
• Linear-quadratic optimal control.
• to kalman filtering.
• The maximum principle and the Hamilton-Jacobi-Bellman equation.
• The non-convex case.
• Controllability subject to controller constraints.
• Linear-quadratic problems with conical control set.
• Special non-linear-quadratic formulations.
• Hybrid criteria and parameter sensitivity.
• Conditional definiteness of quadratic functionals.
• Exponential performance criteria and state-dependent noise.
• Differential games.
• Optimal control of partial differential equations.