Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Tzortzis, I. | en |
dc.contributor.author | Rezaei, F. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Tzortzis, I. | en |
dc.creator | Rezaei, F. | en |
dc.date.accessioned | 2019-04-08T07:45:20Z | |
dc.date.available | 2019-04-08T07:45:20Z | |
dc.date.issued | 2011 | |
dc.identifier.isbn | 978-1-61284-800-6 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43129 | |
dc.description.abstract | The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that the value function involves expectation with respect to the conditional distribution. The issues which will be discussed are the following. 1) Optimal stochastic control systems subject to conditional distribution uncertainty, 2) optimality criteria for stochastic control systems with conditional distribution uncertainty, including principle of optimality and dynamic programming. © 2011 IEEE. | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84860658908&doi=10.1109%2fCDC.2011.6160679&partnerID=40&md5=b7b011e94eba11bd5a463af35d25e252 | |
dc.subject | Optimization | en |
dc.subject | Discrete time control systems | en |
dc.subject | Stochastic control systems | en |
dc.subject | Optimality | en |
dc.subject | Control strategies | en |
dc.subject | Principle of optimality | en |
dc.subject | Conditional distribution | en |
dc.subject | Optimal stochastic control | en |
dc.subject | Control system synthesis | en |
dc.subject | Stochastic optimal control | en |
dc.subject | Digital control systems | en |
dc.subject | Discrete time system | en |
dc.subject | Value functions | en |
dc.subject | Optimality criteria | en |
dc.title | Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.identifier.doi | 10.1109/CDC.2011.6160679 | |
dc.description.startingpage | 6407 | |
dc.description.endingpage | 6412 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Conference Object | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 |
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