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

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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 ◽

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

Theory of Self-Adaptive Control Systems ◽

10.1007/978-1-4899-6289-8_3 ◽

1966 ◽

pp. 19-27 ◽

Author(s):

D. Q. Mayne

Keyword(s):

Optimal Control ◽

Gradient Method ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Optimal control of non-linear stochastic systems by approximation of the optimal cost functional

10.1109/cdc.1978.268044 ◽

1978 ◽

Author(s):

G. Campion

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Optimal Cost ◽

Cost Functional ◽

Linear Stochastic Systems ◽

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The stochastic observability for noisy non-linear stochastic systems†

International Journal of Control ◽

10.1080/00207177508922098 ◽

1975 ◽

Vol 22 (4) ◽

pp. 461-480 ◽

Author(s):

YOSHIFUMI SUNAHARA ◽

SHIN'ICHl AIHARA ◽

MASAYUKI SHIRAIWA

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Fault diagnosis and statistical information tracking fault tolerant control for non-Gaussian non-linear stochastic systems

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8028458 ◽

2017 ◽

Author(s):

Yacun Guan ◽

Lifan Li ◽

Lina Yao

Keyword(s):

Fault Diagnosis ◽

Stochastic Systems ◽

Fault Tolerant ◽

Fault Tolerant Control ◽

Statistical Information ◽

Linear Stochastic Systems ◽

Information Tracking ◽

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Dynamic disturbance minimization control for discrete non-linear stochastic systems

Optimal Control Applications and Methods ◽

10.1002/oca.4660140304 ◽

1993 ◽

Vol 14 (3) ◽

pp. 181-194 ◽

Author(s):

Asad Azemi ◽

Engin Yaz

Keyword(s):

Stochastic Systems ◽

Dynamic Disturbance ◽

Linear Stochastic Systems ◽

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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

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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

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The exact steady-state solution of a class of non-linear stochastic systems

International Journal of Non-Linear Mechanics ◽

10.1016/0020-7462(82)90013-0 ◽

1982 ◽

Vol 17 (3) ◽

pp. 137-142 ◽

Author(s):

T.K. Caughey ◽

Fai Ma

Keyword(s):

Steady State ◽

Stochastic Systems ◽

Steady State Solution ◽

State Solution ◽

Linear Stochastic Systems ◽

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Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach

International Journal of Control ◽

10.1080/00207170412331293311 ◽

2004 ◽

Vol 77 (12) ◽

pp. 1101-1114 ◽

Author(s):

Ping Li * ◽

Visakan Kadirkamanathan

Keyword(s):

Monte Carlo ◽

Fault Detection ◽

Likelihood Ratio ◽

Stochastic Systems ◽

Fault Detection And Isolation ◽

Adaptive Monte Carlo ◽

Linear Stochastic Systems ◽

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