Examples of optimal control for nonlinear stochastic control problems with partial information
AuthorCharalambous, Charalambos D.
Elliott, Robert J.
SourceProceedings of the IEEE Conference on Decision and Control
Proceedings of the IEEE Conference on Decision and Control
Google Scholar check
MetadataShow full item record
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 non-linearities in the dynamics give linear feedback optimal control laws. These are the analogs of Linear-Exponential-Quadratic-Gaussian (LEQG) and Linear-Quadratic-Gaussian (LQG) tracking problems.
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 ...