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77 views

optimal control -Taylor expansion - PDE problem

I am trying to follow perturbation analysis in this paper (Optimal control of fluid limits of queuing networks and stochasticity corrections) and I am stuck at one point. For the given control ...
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1answer
135 views

Quadratic approximation of a cost function with a Taylor expansion

See also http://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-832-underactuated-robotics-spring-2009/readings/MIT6_832s09_read_ch12.pdf, page 92. Given an instantaneous cost ...
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1answer
60 views

Quadraticize a generic function

I have a generic function: $g(s,u)$. Now I want to have a local approximation near the point $(s^{\star}, u^{\star})$ in the quadratic form $$s^{T} Q s + u^{T} R u$$ to apply an optimal control ...