منابع مشابه
Optimal 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 کاملOptimal 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 کاملStochastic optimal control theory
Control theory is a mathematical description of how to act optimally to gain future rewards. In this paper I give an introduction to deterministic and stochastic control theory; partial observability, learning and the combined problem of inference and control. Subsequently, I discuss a class of non-linear stochastic control problems that can be efficiently solved using a path integral. In this ...
متن کاملPathwise Stochastic Optimal Control
This paper approaches optimal control problems for discrete-time controlled Markov processes by representing the value of the problem in a dual Lagrangian form; the value is expressed as an infimum over a family of Lagrangian martingales of an expectation of a pathwise supremum of the objective adjusted by the Lagrangian martingale term. This representation opens up the possibility of numerical...
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: Journal of Mathematical Analysis and Applications
سال: 1963
ISSN: 0022-247X
DOI: 10.1016/0022-247x(63)90022-2