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A control law is obtained by applying linear optimal periodic control.
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The data was analysed by applying linear model methods [ 54].
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By using the constructed Lyapunov function, and applying linear matrix inequalities techniques (LMIs), the design method of the finite-time optimal passive controller is derived and can be obtained.
Applying linear constraint sets, the quadratic problem can be linearized and the problem could be formulated into a mixed-integer-linear programming (MILP) problem solvable by a standard branch-and-bound technique for true optimal results.
In (Bismut 1973), he applied linear BSDEs to stochastic optimal control.
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