Gaussian approximation when optimizing a control in a stochastic nonlinear system

MaRDI QIDQ1842688zbMATH OpenFDO

Authors Yanyan Li

Publication date 3 March 1997

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

Gaussian approximationerror analysisoptimal controlsstatistical linearizationcost functionalnonlinear stochastic system

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Recommendations

• Non-linear quadratic gaussian control†
• Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
• Optimization of control in a nonlinear stochastic system by a local criterion
• Optimal Linear Feedback Control for a Class of Nonlinear Nonquadratic Non-Gaussian Problems

Cited in

(8)

• Stochastic optimal control of nonlinear systems via short-time Gaussian approximation and cell mapping
• Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
• Optimal memoryless control in Gaussian noise: a simple counterexample
• Optimal Linear Feedback Control for a Class of Nonlinear Nonquadratic Non-Gaussian Problems
• Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
• The complete statistical characterization control for a class of stochastic systems
• Gain optimization with non-linear controls
• On the application of Gaussian functions for discretization of optimal control problems

This page was built for publication: Gaussian approximation when optimizing a control in a stochastic nonlinear system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1842688)