About: STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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)
Title	STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES (en)
skos:prefLabel	STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES (en)
skos:notation	RIV/68407700:21230/11:00182329!RIV12-MSM-21230___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(LA09012), S
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Rathouský, Jan Štecha, Jan
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	České vysoké učení technické v Praze / Fakulta elektrotechnická
http://linked.open...dnocenehoVysledku	231847
http://linked.open...ai/riv/idVysledku	RIV/68407700:21230/11:00182329
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stochastic optimal control; Cautious control; Stability (en)
http://linked.open.../riv/klicoveSlovo	Stochastic optimal control Stability Cautious control
http://linked.open...ontrolniKodProRIV	[5B5FB80D56C1]
http://linked.open...v/mistoKonaniAkce	Vancouver, BC
http://linked.open...i/riv/mistoVydani	Calgary
http://linked.open...i/riv/nazevZdroje	Proceedings of the 13th IASTED International Conference on Control and Applications
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Work in IFAC Technical Committee on Optimal Control
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Rathouský, Jan Štecha, Jan
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2011-06-01 (xsd:date)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Acta Press
https://schema.org/isbn	978-0-88986-872-4
http://localhost/t...ganizacniJednotka	21230

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