Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay

DOI10.1142/S0219691316500454zbMath1354.49041MaRDI QIDQ5506739

Jiang Wu, Fucheng Liao, Yuan Yan Tang

Publication date: 16 December 2016

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

optimal controldynamic programming principlestochastic time-delay systemspreview controlstochastic augmented error system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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• Design of an optimal preview controller for linear time-varying discrete systems in a multirate setting
• PREVIEW CONTROL FOR A CLASS OF LINEAR CONTINUOUS TIME-VARYING SYSTEMS
• Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon
• DESIGN OF AN OPTIMAL PREVIEW CONTROLLER FOR CONTINUOUS-TIME SYSTEMS
• Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
• Optimal Control for Navier-Stokes Takagi-Sugeno Fuzzy Equations Using Simulink

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