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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 of stability 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 dealt with by Monte Carlo simulations.
- 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 of stability 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 dealt with by Monte Carlo simulations. (en)
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Title
| - STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
- STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES (en)
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skos:prefLabel
| - STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
- STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES (en)
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skos:notation
| - RIV/68407700:21230/11:00182329!RIV12-MSM-21230___
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/68407700:21230/11:00182329
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - Stochastic optimal control; Cautious control; Stability (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...v/mistoKonaniAkce
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http://linked.open...i/riv/mistoVydani
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http://linked.open...i/riv/nazevZdroje
| - Proceedings of the 13th IASTED International Conference on Control and Applications
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
| - Rathouský, Jan
- Štecha, Jan
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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number of pages
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http://purl.org/ne...btex#hasPublisher
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https://schema.org/isbn
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http://localhost/t...ganizacniJednotka
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