An integrated optimal control algorithm for discrete-time nonlinear stochastic system

DOI10.1080/00207179.2010.531766MaRDI QIDQ3074648zbMATH OpenOpenAlexFDO

Authors Sie Long Kek, A. A. Mohd Ismail, Kok Lay Teo

Publication date 10 February 2011

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2010.531766

zbMATH Keywords

discrete-time nonlinear stochastic systemiterative algorithmKalman filteringmodel-reality differencesoptimal control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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Cites work

• DISOPE distributed model predictive control of cascade systems with network communication
• Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems
• Optimal control of a class of discrete-continuous nonlinear systems -- decomposition and hierarchical structure

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(9)

• Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences
• An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems
• Stochastic linear quadratic control problem of switching systems with constraints
• Stability and stabilization of nonlinear discrete-time stochastic systems
• Efficient algorithm for the optimal control of interconnected stochastic systems
• scientific article; zbMATH DE number 1376928 (Why is no real title available?)
• Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences
• Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints
• Solving a non-standard optimal control royalty payment problem using a new modified shooting method

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