An innovations approach to optimal control of linear stochastic systems with time delay

Information Sciences ◽

10.1016/s0020-0255(69)80014-9 ◽

1969 ◽

Vol 1 (3) ◽

pp. 279-295 ◽

Author(s):

Anders Lindquist

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

A method of optimal control of non-linear stochastic systems with non-quadratic criteria†

International Journal of Control ◽

10.1080/00207178408933165 ◽

1984 ◽

Vol 39 (2) ◽

pp. 279-291 ◽

Author(s):

KAZUO YOSHIDA

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Quadratic Criteria

Download Full-text

Quadratic optimal control of switched linear stochastic systems

Systems & Control Letters ◽

10.1016/j.sysconle.2010.08.010 ◽

2010 ◽

Vol 59 (11) ◽

pp. 736-744 ◽

Author(s):

Wei Zhang ◽

Jianghai Hu ◽

Jianming Lian

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Quadratic Optimal Control

Download Full-text

ON THE OPTIMAL CONTROL OF RANDOMLY SAMPLED LINEAR STOCHASTIC SYSTEMS

Computer Aided Design of Control Systems ◽

10.1016/b978-0-08-024488-4.50021-8 ◽

1980 ◽

pp. 107-112

Author(s):

W.L. de Koning

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

A theorem on duality between estimation and control for linear stochastic systems with time delay

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(72)90293-4 ◽

1972 ◽

Vol 37 (2) ◽

pp. 516-536 ◽

Author(s):

Anders Lindquist

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

Estimation And Control ◽

Download Full-text

On a sub-optimal control scheme of linear stochastic systems with inaccurate models†

International Journal of Control ◽

10.1080/00207177308932564 ◽

1973 ◽

Vol 18 (4) ◽

pp. 873-879

Author(s):

TOSHIO YOSHIMURA ◽

TAKASHI SOEDA

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Control Scheme ◽

Linear Stochastic Systems ◽

Optimal Control Scheme

Download Full-text

Optimal Control of Linear Stochastic Systems

International Journal of Control ◽

10.1080/00207176708921789 ◽

1967 ◽

Vol 6 (1) ◽

pp. 51-64 ◽

Author(s):

S. T. ARIARATNAM ◽

N. K. LOH

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

Download Full-text

A Gradient Method for Determining Optimal Control of Non-Linear Stochastic Systems

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)69015-3 ◽

1965 ◽

Vol 2 (2) ◽

pp. 19-27

Author(s):

D.Q. Mayne

Keyword(s):

Optimal Control ◽

Gradient Method ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

Download Full-text

Pareto Optimal Control for Uncertain Markov Jump Linear Stochastic Systems

Proceedings of the 4th International Conference of Control, Dynamic Systems, and Robotics (CDSR'17) ◽

10.11159/cdsr17.102 ◽

2017 ◽

Author(s):

Hiroaki Mukaidani ◽

Ippo Ishibashi ◽

Shouhei Furuya

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Pareto Optimal ◽

Markov Jump ◽

Linear Stochastic Systems

Download Full-text

A reinforcement learning-based scheme for direct adaptive optimal control of linear stochastic systems

Optimal Control Applications and Methods ◽

10.1002/oca.915 ◽

2009 ◽

Vol 31 (4) ◽

pp. 365-374 ◽

Author(s):

Wee Chin Wong ◽

Jay H. Lee

Keyword(s):

Optimal Control ◽

Reinforcement Learning ◽

Stochastic Systems ◽

Adaptive Optimal Control ◽

Linear Stochastic Systems

Download Full-text

Optimal control of discrete-time bilinear systems with applications to switched linear stochastic systems

2015 34th Chinese Control Conference (CCC) ◽

10.1109/chicc.2015.7259986 ◽

2015 ◽

Author(s):

Ran Huang ◽

Jinhui Zhang ◽

Zhongwei Lin

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Bilinear Systems ◽

Linear Stochastic Systems

Download Full-text