Optimal Network Control With Stochastic Link Variations and Indefinite Quadratic Constraints
- Ather Gattami
- IEEE Transactions on Control of Network Systems
We consider the problem of stochastic finiteand infinite-horizon linear quadratic control under power constraints. The calculations of the optimal control law can be done off-line as in the classical linear quadratic Gaussian control theory using dynamic programming, which turns out to be a special case of the new theory developed in this technical note. A numerical example is solved using the new methods.