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Линеен квадратичен регулатор×Уравнение на Хамилтон-Якоби-Белман×
ОбластТеория на управлениетоТеория на управлението
СемействоMachine learningMachine learning
Година на възникване19601957
СъздателRudolf KalmanRichard Bellman
Типalgorithmalgorithm
Основополагащ източникKalman, R. E. (1960). Contributions to the theory of optimal control. Boletin de la Sociedad Matematica Mexicana, 5(2), 102-119. link ↗Bellman, R. (1957). Dynamic Programming. Princeton University Press. link ↗
Други названияLQR, Linear Quadratic Optimal ControlHJB Equation, Bellman Equation, Dynamic Programming
Свързани43
РезюмеThe Linear Quadratic Regulator (LQR) is a classical optimal control algorithm that computes a linear feedback law to minimize a quadratic cost function for a linear dynamical system. Introduced by Kalman in 1960, LQR provides a provably optimal, closed-form solution for linear systems and remains fundamental in control theory, robotics, and aerospace applications because of its theoretical elegance and computational efficiency.The Hamilton-Jacobi-Bellman (HJB) equation is a partial differential equation characterizing the optimal cost-to-go function in dynamic programming. Developed by Bellman in 1957, HJB provides both necessary and sufficient conditions for optimality, enabling elegant theoretical analysis and numerical solutions for optimal control problems. HJB is fundamental to reinforcement learning, approximate dynamic programming, and real-time control.
ScholarGateНабор от данни
  1. v1
  2. 3 Източници
  3. PUBLISHED
  1. v1
  2. 2 Източници
  3. PUBLISHED

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ScholarGateСравнение на методи: Linear Quadratic Regulator · Hamilton-Jacobi-Bellman Equation. Извлечено на 2026-06-19 от https://scholargate.app/bg/compare