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Subharmonic functions and performance bounds on linear time-invariant feedback systems
Harmonic function linear the performance of the single output system a linear control system the harmonic function
2015/8/13
In this paper we study multi-input multi-output (MIMO) linear time-invariant (LTI) control systems. We show that some well known constraints on the performance of single-input single-output (SISO) lin...
Performance bounds and suboptimal policies for linear stochastic control via LMIs
dynamic programming stochastic control convex optimization
2015/8/7
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
