Stochastic optimal control of systems for which control variation increases uncertainty: A contribution to the discrete time case

Discrete Time Case ◽

Control Variation

Stochastic optimal control: The discrete time case [Book reviews]

IEEE Transactions on Automatic Control ◽

10.1109/tac.1980.1102545 ◽

1980 ◽

Vol 25 (6) ◽

pp. 1254-1255

Author(s):

M. Davis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Optimal Control: The Discrete Time Case (Dimitri P. Bertsekas and Steven F. Shreve)

SIAM Review ◽

10.1137/1022042 ◽

1980 ◽

Vol 22 (2) ◽

pp. 237-238 ◽

Cited By ~ 1

Author(s):

R. J. Elliott

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Lecture Notes in Electrical Engineering - Advances in the Theory and Applications of Non-integer Order Systems ◽

Optimal Control Problem for Fractional Dynamic Systems – Linear Quadratic Discrete-Time Case

10.1007/978-3-319-00933-9_8 ◽

2013 ◽

pp. 87-97 ◽

Cited By ~ 2

Author(s):

Andrzej Dzieliński ◽

Przemysław M. Czyronis

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Dynamic Systems ◽

Linear Quadratic ◽

Stochastic optimal control of discrete-time systems subject to conditional distribution uncertainty

IEEE Conference on Decision and Control and European Control Conference ◽

10.1109/cdc.2011.6160679 ◽

2011 ◽

Cited By ~ 3

Author(s):

Charalambos D. Charalambous ◽

Ioannis Tzortzis ◽

Farzad Rezaei

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Conditional Distribution ◽

Discrete Time Systems ◽

Time Systems

Optimal Control by Polynomial Approximation: The Discrete Time Case

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)53652-6 ◽

1989 ◽

Vol 22 (3) ◽

pp. 303-308

Author(s):

J.A. O'Sullivan ◽

M.K. Sain

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Polynomial Approximation ◽

Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences

Numerical Algebra Control & Optimization ◽

10.3934/naco.2015.5.275 ◽

2015 ◽

Vol 5 (3) ◽

pp. 275-288

Author(s):

Sie Long Kek ◽

◽

Mohd Ismail Abd Aziz ◽

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Output Regulation ◽

Control Problems

Least Squares Solution for Discrete Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

Applied Mathematics ◽

10.4236/am.2017.81001 ◽

2017 ◽

Vol 08 (01) ◽

pp. 1-14 ◽

Cited By ~ 1

Author(s):

Sie Long Kek ◽

Jiao Li ◽

Kok Lay Teo

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Least Squares ◽

Discrete Time ◽

Stochastic Optimal Control Problem

Least Squares Solution ◽

Proceedings of the 2nd International Workshop on Intelligent Vehicle Control Systems ◽

Discrete-Time Drift Counteracting Stochastic Optimal Control and Intelligent Vehicle Applications

10.5220/0001509700070016 ◽

2008 ◽

Cited By ~ 1

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Intelligent Vehicle ◽

Time Drift

Infinite horizon multiobjective optimal control problems in the discrete time case

Optimization ◽

10.1080/02331930903480352 ◽

2011 ◽

Vol 60 (4) ◽

pp. 509-529 ◽

Cited By ~ 30

Author(s):

Naïla Hayek

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Discrete Time Case ◽

Multiobjective Optimal Control

Optimal control for mean-field system: Discrete-time case

2016 IEEE 55th Conference on Decision and Control (CDC) ◽

10.1109/cdc.2016.7798949 ◽

2016 ◽

Cited By ~ 2

Author(s):

Huanshui Zhang ◽

Qingyuan Qi

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Mean Field ◽

Field System ◽