Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time
نویسندگان
چکیده
منابع مشابه
Optimal Finite-time Control of Positive Linear Discrete-time Systems
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ARTICLE HISTORY: Received 22 January 2017 Revised 03 March 2017 Accepted 04 April 2017 This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller i...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2020
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-020-01711-z