Optimal Stochastic SD Control With Preview

DOI10.1109/TAC.2007.900845MaRDI QIDQ5282220zbMATH OpenOpenAlexFDO

Authors K. Yu. Polyakov, E. N. Rosenwasser, B. P. Lampe

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2007.900845

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited in

(6)

• \({\mathcal H}_2\)-optimisation of MIMO sampled-data systems with pure time-delays
• \({\mathcal H}_2\)-optimization of time-delayed sampled-data systems on the basis of the parametric transfer matrix method
• Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances
• Novel approach to preview control for a class of continuous-time systems
• Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon
• Parametric transfer matrices for sampled-data control systems with linear continuous periodic process and control delay

Describes a project that uses

Uses Software

• DIRSD

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