Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems

DOI10.1002/RNC.3829MaRDI QIDQ3133869zbMATH OpenOpenAlexFDO

Authors Tanmay Rajpurohit, Wassim M. Haddad

Publication date 8 February 2018

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.3829

zbMATH Keywords

Lyapunov functionsstochastic stabilitymultilinear formsinverse optimal controlstochastic Hamilton-Jacobi-Bellman equationpolynomial cost functionals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inverse problems in optimal control (49N45) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(25)

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• Inverse optimal control for asymptotic trajectory tracking of discrete-time stochastic nonlinear systems in block controllable form
• Implications of dissipativity, inverse optimal control, and stability margins for nonlinear stochastic feedback regulators
• Linearly solvable stochastic control Lyapunov functions
• Inverse optimal control of stochastic systems driven by Lévy processes
• Sequential convex programming for non-linear stochastic optimal control
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• Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems
• Global inverse optimal stabilization of stochastic nonholonomic systems
• Stochastic differential games and inverse optimal control and stopper policies
• Stochastic nonlinear stabilization. II: Inverse optimality
• Finite-time partial stability and stabilization, and optimal feedback control
• Optimal stable control for nonlinear dynamical systems: an analytical dynamics based approach
• Iterative path integral approach to nonlinear stochastic optimal control under compound Poisson noise
• Output-feedback and inverse optimal control of a class of stochastic nonlinear systems with more general growth conditions
• Partial-state stabilization and optimal feedback control
• The role of systems biology, neuroscience, and thermodynamics in network control and learning
• Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems
• Stabilization in Probability of Nonlinear Stochastic Systems with Guaranteed Cost

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