STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F11%3A00182329" target="_blank" >RIV/68407700:21230/11:00182329 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
Original language description
When dealing with uncertainties in system descriptions, it is possible to describe the system parameters as random variables. When control of such systems becomes the issue, such approach usually leads to stochastic optimal control strategies based on criterion mean minimization. The cautious stochastic optimal control strategy is a one such strategy based on the assumption that the parameters are independent and identically distributed random variables. This paper analyzes cautious control in terms ofstability of the closed loop system and criterion convergence. As the system parameters are random, stability can be only achieved with a certain probability. Qualitative results are derived for a first-order system, while higher order systems are dealtwith by Monte Carlo simulations.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/LA09012" target="_blank" >LA09012: Work in IFAC Technical Committee on Optimal Control</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 13th IASTED International Conference on Control and Applications
ISBN
978-0-88986-872-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
84-89
Publisher name
Acta Press
Place of publication
Calgary
Event location
Vancouver, BC
Event date
Jun 1, 2011
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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