LQ control in lectures #214
Description
Survey of usage of LQ control functionality. See #213 for more on the related kalman and LSS models.
- https://julia.quantecon.org/dynamic_programming/lqcontrol.html
- Finite and infinite horizon linear quadratic guassian
- calculate infinite horizon stationary solution
- calculate optimal solution and simulate
- include cross-product term
- https://julia.quantecon.org/dynamic_programming/perm_income.html and https://julia.quantecon.org/dynamic_programming/smoothing.html
- none. does things manually.
- https://julia.quantecon.org/dynamic_programming/robustness.html
- robust LQ
- https://julia.quantecon.org/multi_agent_models/markov_perf.html
- https://julia.quantecon.org/multi_agent_models/rational_expectations.html
Some packages to consider:
- https://juliacontrol.github.io/ControlSystems.jl/dev/examples/example/#LQR-design
- https://juliacontrol.github.io/RobustAndOptimalControl.jl/dev/ related package for LQ gaussian control and robust control