Inverse optimal control of stochastic systems driven by Lévy processes
From MaRDI portal
Publication:2280883
DOI10.1016/J.AUTOMATICA.2019.06.016zbMATH Open1429.93417OpenAlexW2954815960MaRDI QIDQ2280883FDOQ2280883
Authors: Khac Duc Do 
Publication date: 19 December 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2019.06.016
Recommendations
- Inverse stochastic optimal controls
- Optimal variational principle for backward stochastic control systems associated with Lévy processes
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
- A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes
- Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes
- Approximate controllability of stochastic differential systems driven by a Lévy process
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process
- Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
Processes with independent increments; Lévy processes (60G51) Inverse problems in optimal control (49N45) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Cites Work
- Title not available (Why is that?)
- Adaptive nonlinear control without overparametrization
- Nonlinear systems.
- Lévy Processes and Stochastic Calculus
- Smooth stabilization implies coprime factorization
- Stochastic differential equations and applications.
- Applied stochastic control of jump diffusions
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- Introduction to stochastic control theory
- Constructive nonlinear control
- Stochastic nonlinear stabilization. I: A backstepping design
- Stabilization of nonlinear uncertain systems
- Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
- Title not available (Why is that?)
- Applied stochastic control of jump diffusions.
- Stochastic differential equations with jumps
- Stochastic nonlinear stabilization. II: Inverse optimality
- Global inverse optimal stabilization of stochastic nonholonomic systems
- Inverse optimal design of input-to-state stabilizing nonlinear controllers
- Finite-time stabilization of high-order stochastic nonlinear systems in strict-feedback form
- Feedback optimization problem for master-slave teleoperation tracking in the presence of random noise in dynamics and feedback
- Optimal control of stochastic FitzHugh–Nagumo equation
- Global Stabilization of Stochastic Nonlinear Systems Via $C^1$ and $C^{\infty }$ Controllers
- Backstepping Design for Incremental Stability of Stochastic Hamiltonian Systems with Jumps
- Stochastic control of drill-heads driven by Lévy processes
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
- Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings
Cited In (14)
- Design of feedback stabilisers using Wiener processes for nonlinear systems
- Backstepping control design for stochastic systems driven by Lévy processes
- Forwarding inverse optimal formation control design for stochastic mobile agents
- Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes
- Title not available (Why is that?)
- Optimal inverse LQG control for certain ODE and PDE stationary processes
- Bounded and inverse optimal formation stabilization of second-order agents
- Exponential stability using sliding mode control for stochastic neutral-type systems
- Inverse optimal control of regime-switching jump diffusions
- Global inverse optimality for a class of recurrent neural networks with multiple proportional delays
- On stochastic control for time changed Lévy dynamics
- Stochastic control based on time-change transformations for stochastic processes with Lévy noise
- Inverse stochastic optimal controls
- Anti‐disturbance inverse optimal control for systems with disturbances
This page was built for publication: Inverse optimal control of stochastic systems driven by Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2280883)
