Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems
DOI10.1002/rnc.5894zbMath1527.93469OpenAlexW3216413059MaRDI QIDQ6085248
Manuel Lanchares, Wassim M. Haddad
Publication date: 2 December 2023
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.5894
optimal controlLyapunov functionsstochastic stabilitydiscrete-time stochastic systemspolynomial cost functionalsstochastic Bellman equationmultilinear costs
Nonlinear systems in control theory (93C10) Lyapunov and storage functions (93D30) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Inverse problems in optimal control (49N45)
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