Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: Examples
AuthorCharalambous, Charalambos D.
SourceProceedings of the American Control Conference
Proceedings of the American Control Conference
Google Scholar check
MetadataShow full item record
The optimal control of partially observed stochastic systems with exponential-of-integral-sample cost is considered. The concept of sufficient statistic algebra is introduced to construct finite-dimensional controllers. This point of view leads naturally to the use of Lie algebraic methods in addressing the questions of classification, equivalence, minimum realization, and construction of optimal controllers. © 1998 AACC.
Showing items related by title, author, creator and subject.
Decentralized fault accommodation of a class of interconnected nonlinear systems using an adaptive approximation approach Panagi, P.; Polycarpou, Marios M. (2009)This paper presents a decentralized adaptive approximation design for the fault tolerant control of interconnected subsystems. We consider faults that occur in the subsystems local dynamics as well as in the interconnection ...
Olama, M. M.; Shajaat, S. M.; Djouadi, S. M.; Charalambous, Charalambos D. (2005)The performance of stochastic optimal power control of time-varying wireless short-term flat fading channels, in which the evolution of the dynamical channel is described by a stochastic state space representation, is ...
Infinite horizon average cost dynamic programming subject to ambiguity on conditional distribution Tzortzis, I.; Charalambous, Charalambos D.; Charalambous, T. (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 ...