Optimal control of stochastic systems with interrupted observations
نویسندگان
چکیده
منابع مشابه
Optimal Control of Nonlinear Multivariable Systems
This paper concerns a study on the optimal control for nonlinear systems. An appropriate alternative in order to alleviate the nonlinearity of a system is the exact linearization approach. In this fashion, the nonlinear system has been linearized using input-output feedback linearization (IOFL). Then, by utilizing the well developed optimal control theory of linear systems, the compensated ...
متن کاملOptimal Performance Control of Stochastic Dynamical Systems
A family of performance control policies of stochastic dynamic systems are proposed based on the probability density evolution theory and numerical optimizing strategies in the present paper. Firstly, the general form of the control policies of stochastic optimal control systems is raised according to the classical optimal control theory of linear quadratic regulator (LQR). Then, three classes ...
متن کاملStochastic Optimal Control of Structural Systems
The stochastic optimal control is an important research subject in structural engineering. Recently, a stochastic optimal nonlinear control method has been proposed based on the stochastic dynamical programming principle and stochastic averaging method. The active and semi-active stochastic optimal control methods have been further developed for structural systems. The control saturation or bou...
متن کاملStochastic singular optimal control problem of switching systems with constraints
*Correspondence: [email protected] Department of Industrial Engineering, Anadolu University, Eskisehir, Turkey Institute of Control Systems, ANAS, Baku, Azerbaijan Abstract This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland’s variational principle, second-order necessary condition of ...
متن کاملOptimal control of stochastic delayed systems with jumps
We consider the optimal control of stochastic delayed systems with jumps, in which both the state and controls can depend on the past history of the system, for a value function which depends on the initial path of the process. We derive the Hamilton-Jacobi-Bellman equation and the associated verification theorem and prove a necessary and a sufficient maximum principles for such problems. Expli...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1981
ISSN: 0898-1221
DOI: 10.1016/0898-1221(81)90035-3