Browsing by Subject "Optimal control systems"
Now showing items 120 of 36

Conference Object
Action functional stochastic H∞ estimation for nonlinear discrete time systems
(2002)This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discretetime stochastic H∞ estimation problems. These H∞ problems are formulated as minimax dynamic games ...

Article
Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems with Different Information StructuresPart I: A General Theory
(2017)Decentralized optimization of distributed stochastic dynamical systems with two or more controls of the decision makers (DMs) has been an active area of research for over half a century. Although, such decentralized ...

Article
Certain nonlinear partially observable stochastic optimal control problems with explicit control laws equivalent to LEQG/LQG problems
(1997)This paper is concerned with partially observed stochastic optimal control problems when nonlinearities enter the dynamics of the unobservable state and the observations as gradients of potential functions. Explicit ...

Conference Object
Characterization of the Optimal Disturbance Attenuation for Nonlinear Stochastic Uncertain Systems
(2003)This paper is concerned with an abstract formulation of stochastic optimal control systems, in which uncertainty is described by a relative entropy constraint between the nominal measure and the uncertain measure, while ...

Article
Classes of nonlinear partially observable stochastic optimal control problems with explicit optimal control laws
(1998)This paper introduces certain nonlinear partially observable stochastic optimal control problems which are equivalent to completely observable control problems with finitedimensional state space. In some cases the optimal ...

Article
Convex design control for practical nonlinear systems
(2014)This paper describes a new control scheme for approximately optimal control (AOC) of nonlinear systems, convex control design (ConvCD). The key idea of ConvCD is to transform the approximate optimal control problem into a ...

Conference Object
A convex programming approach to the multiobjective H2/H∞ problem
(2002)In this paper, Banach space duality theory for the multiobjective H2/H∞ problem developed recently by the authors, is used to develop algorithms to solve this problem by approximately reducing the dual and predual ...

Article
Dynamic routing and admission control for virtual circuit networks
(1995)The dynamic joint routing and admission control problem in multiple class multiple sourcedestination virtual circuit networks is considered. A nonlinear dynamic queueing model for virtual circuit networks that considers ...

Conference Object
Encoderdecoder design for perfect reconstruction: A robust control perspective
(2005)In this paper we consider the transmission of discrete data via a communication channel that is subject to (additive) noise with a known upper bound on its magnitude but otherwise completely unknown. We are interested in ...

Conference Object
Examples of optimal control for nonlinear stochastic control problems with partial information
(IEEE, 1995)Partially observable stochastic optimal control problems are considered. It is shown, via an information state approach and dynamic programming, that several classes of nonlinear systems with nonlinearities in the dynamics ...

Article
Finitetime disturbance attenuation control problem for singularly perturbed discretetime systems
(1998)In this paper we consider the problem of finitetime H∞optimal control of linear, singularly perturbed, discretetime systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, ...

Conference Object
H∞optimal control of singularly perturbed discretetime systems, and risksensitive control
(IEEE, 1994)The H∞optimal control and risksensitive control of linear singularly perturbed, discretetime systems is described. It is shown that the Riccati equation associated with the solution of the H∞optimal control problem, ...

Conference Object
Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution
(Institute of Electrical and Electronics Engineers Inc., 2015)This paper addresses the optimality of stochastic control strategies based on the infinite horizon average cost criterion, subject to total variation distance ambiguity on the conditional distribution of the controlled ...

Conference Object
Information states in optimal control of stochastic systems: A Lie algebraic theoretic approach
(IEEE, 1997)In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Using a Lie algebraic formulation, ...

Article
Information states in stochastic control and filtering: a lie algebraic theoretic approach
(2000)The purpose of this paper is twofold: i) to introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistics, or information state, in the optimal control of stochastic systems and ...

Article
Information Transfer of Control Strategies: Dualities of Stochastic Optimal Control Theory and Feedback Capacity of Information Theory
(2017)The controlcoding capacity of stochastic control systems is introduced, and its operational meaning is established using randomized control strategies, which simultaneously control output processes encode information, and ...

Conference Object
Multiobjective H2/H∞ by banach space operator theory
(2001)In this paper Banach space duality theory and operator theory are combined to show that the optimal performance index in the multiobjective H2/H∞ is equal to the operator induced norm of a particular operator. This operator ...

Article
Neighboring Optimal Guidance for Aeroassisted Orbital Transfer
(1993)A neighboring optimal guidance scheme for a nonlinear dynamic system is devised with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the ...

Conference Object
New finitedimensional stochastic optimal control problems
(IEEE, 1997)This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...

Conference Object
On multiobjective H2/H∞ optimal control
(2001)In this paper the solutions to the optimal multiobjective H2/H∞ problem are characterized using Banach space duality theory, and shown to satisfy a flatness or allpass condition. Dual and predual spaces are identified, and ...