New finite-dimensional stochastic optimal control problems
AuthorCharalambous, Charalambos D.
Elliott, Robert J.
SourceProceedings of the American Control Conference
Proceedings of the American Control Conference
Google Scholar check
MetadataShow full item record
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 state, and the rate of change of the state of the system. Explicit representations for the information state are derived in terms of a finite-number of sufficient statistics. This allows application of Wonham classical separation theorem.
Showing items related by title, author, creator and subject.
Baldi, S.; Ioannou, Petros A.; Kosmatopoulos, E. B. (2012)A recently developed control scheme for approximately optimal control of nonlinear systems is the so-called Convex Control Design (ConvCD) methodology, that transforms the control problem of generic nonlinear systems into ...
Kuipers, M.; Ioannou, Petros A. (2010)Despite the remarkable theoretical accomplishments and successful applications of adaptive control, the field is not sufficiently mature to solve challenging control problems where strict performance and robustness guarantees ...
Baldi, S.; Michailidis, I.; Kosmatopoulos, E. B.; Papachristodoulou, A.; Ioannou, Petros A. (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 ...