On 1-norm stochastic optimal control with bounded control inputs

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F11%3A00188172" target="_blank" >RIV/68407700:21230/11:00188172 - isvavai.cz</a>

Result on the web

—

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

On 1-norm stochastic optimal control with bounded control inputs

Original language description

This paper deals with the finite horizon stochastic optimal control problem with the expectation of the 1-norm as the objective function and jointly Gaussian, although not necessarily independent, disturbances. We develop an approximation strategy that solves the problem in a certain class of nonlinear feedback policies, while ensuring satisfaction of hard input constraints. A bound on suboptimality of the proposed strategy in the class of aforementioned nonlinear feedback policies is given as well as asimple proof of mean-square stability of a receding horizon implementation provided that the system matrix is Schur stable

Czech name

—

Czech description

—

Type

D - Article in proceedings

CEP classification

BC - Theory and management systems

OECD FORD branch

—

Project

<a href="/en/project/FR-TI1%2F517" target="_blank" >FR-TI1/517: *Control systems for energy consumption optimization in low-energy and passive houses</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of the American Control Conference

ISBN

978-1-4577-0081-1

ISSN

0743-1619

e-ISSN

—

Number of pages

6

Pages from-to

60-65

Publisher name

IEEE

Place of publication

New York

Event location

San Francisco, California

Event date

Jun 29, 2011

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000295376000011