LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
From MaRDI portal
Publication:2979281
DOI10.1109/TAC.2016.2558044zbMATH Open1359.93544MaRDI QIDQ2979281FDOQ2979281
Authors: Weihai Zhang, Xiangyun Lin, Bor-Sen Chen 
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Recommendations
- Comment on “LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems”
- Finite and infinite horizon H control for stochastic nonlinear systems
- Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
- <tex>$H_infty$</tex>Control for Discrete-Time Nonlinear Stochastic Systems
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- An existence theorem for discrete-time infinite-horizon optimal control problems
- Stochastic linear quadratic optimal control problems in infinite horizon
Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cited In (31)
- On the system entropy and energy dissipativity of stochastic systems and their application in biological systems
- Lyapunov theorems for stability and semistability of discrete-time stochastic systems
- Improved input and state estimation for linear stochastic systems with direct feedthrough
- Exponential stability of stochastic differential equations with impulse effects at random times
- Optimized hybrid design with stabilizing transition probability for stochastic Markovian jump systems under hidden Markov mode detector
- Finite-time annular domain stability of Itô stochastic impulsive systems with Markovian jumping under asynchronous switching
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise
- Observer-based stabilization of sector-bounded nonlinear stochastic systems in the presence of intermittent measurements
- Auxiliary model based recursive generalized least squares identification algorithm for multivariate output-error autoregressive systems using the decomposition technique
- Practical tracking and disturbance rejection for a class of discrete-time stochastic linear systems
- \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
- Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
- Stability of international pollution control games: a potential game approach
- State feedback control for stochastic Markovian jump delay systems based on Lasalle-type theorem
- Maximum likelihood based identification methods for rational models
- Event‐triggered H∞ filtering for nonlinear discrete‐time stochastic systems with application to vehicle roll stability control
- Threshold dynamics of a stochastic chemostat model with two nutrients and one microorganism
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems
- Hierarchical Newton and least squares iterative estimation algorithm for dynamic systems by transfer functions based on the impulse responses
- Stability analysis of time-varying discrete stochastic systems with multiplicative noise and state delays
- Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems
- Stabilization of capital accumulation games
- Almost sure estimation and synthesis of ultimate bounds for discrete-time Markov jump linear systems
- Open-loop and closed-loop Nash equilibria for the LQ stochastic difference game
- Stability and stabilization of nonlinear discrete-time stochastic systems
- Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
- \(\mathcal{H}_-\) index for continuous-time stochastic systems with Markov jump and multiplicative noise
- Dissipativity theory for discrete‐time nonlinear stochastic dynamical systems
- Near-optimal control of stochastic recursive systems via viscosity solution
- Fixed time stability of discrete-time stochastic dynamical systems
This page was built for publication: LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2979281)
