Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters

DOI10.1007/S10614-005-9002-6MaRDI QIDQ853649zbMATH OpenOpenAlexFDO

Authors Marco P. Tucci

Publication date 17 November 2006

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-005-9002-6

zbMATH Keywords

optimal controlrobust controltime-varying parameters

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

Recommendations

• ROBUST OPTIMAL CONTROL IN NOT-COMPLETELY CONTROLLABLE LINEAR TIME-VARYING SYSTEMS
• scientific article; zbMATH DE number 1278721
• Robust control of linear discrete-time systems
• scientific article; zbMATH DE number 169422
• Optimized robust control invariance for linear discrete-time systems: theoretical foundations
• Robust control of discrete time uncertain dynamical systems
• Robust control of linear systems subject to uncertain time-varying parameters.
• Robust control of linear time-varying systems with constraints
• Analysis of time-varying control strategies for optimal disturbance rejection and robustness
• scientific article; zbMATH DE number 78036

Cites work

• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 3492382 (Why is no real title available?)
• scientific article; zbMATH DE number 3511965 (Why is no real title available?)
• scientific article; zbMATH DE number 3598340 (Why is no real title available?)
• scientific article; zbMATH DE number 1790586 (Why is no real title available?)
• scientific article; zbMATH DE number 1790587 (Why is no real title available?)
• scientific article; zbMATH DE number 1790588 (Why is no real title available?)
• scientific article; zbMATH DE number 1790589 (Why is no real title available?)
• A constrained min-max algorithm for rival models
• A constrained min-max algorithm for rival models of the same economic system
• Adaptive control in the presence of time-varying parameters
• Adaptive stochastic control for a class of linear systems
• An iterative design procedure for simultaneous stabilization of MIMO systems
• Effect of Uncertainty on Optimal Control Policies
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Mathematical optimization and economic theory
• Mitigation of the Lucas critique with stochastic control methods
• Nonconvexities in Stochastic Control Models
• Nonconvexities in a stochastic control problem with learning
• On the adaptive control of linear systems using the open-loop-feedback-optimal approach
• Optimization of stochastic systems. Topics in discrete-time systems
• Robust Permanent Income and Pricing
• Stochastic control for economic models: past, present and the paths ahead
• The nonconvexities problem in adaptive control models: A simple computational solution
• The rational expectation hypothesis, time-varying parameters and adaptive control. A promising combination?
• Wide-sense adaptive dual control for nonlinear stochastic systems

Cited in

(2)

• Model reference control for an economic growth cycle model
• Robust control: a note on the response of the control to changes in the ``free parameter conditional on the character of nature

Describes a project that uses

Uses Software

• Duali

This page was built for publication: Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q853649)