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Statements

Subject Item
n2:RIV%2F68407700%3A21230%2F11%3A00182329%21RIV12-MSM-21230___
rdf:type
skos:Concept n7:Vysledek
dcterms: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.
dcterms:title
STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
skos:prefLabel
STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES STABILITY ISSUES OF STOCHASTIC OPTIMAL CONTROL STRATEGIES
skos:notation
RIV/68407700:21230/11:00182329!RIV12-MSM-21230___
n7:predkladatel
n8:orjk%3A21230
n3:aktivita
n4:S n4:P
n3:aktivity
P(LA09012), S
n3:dodaniDat
n6:2012
n3:domaciTvurceVysledku
n5:5771692 n5:3021580
n3:druhVysledku
n21:D
n3:duvernostUdaju
n14:S
n3:entitaPredkladatele
n15:predkladatel
n3:idSjednocenehoVysledku
231847
n3:idVysledku
RIV/68407700:21230/11:00182329
n3:jazykVysledku
n22:eng
n3:klicovaSlova
Stochastic optimal control; Cautious control; Stability
n3:klicoveSlovo
n10:Cautious%20control n10:Stability n10:Stochastic%20optimal%20control
n3:kontrolniKodProRIV
[5B5FB80D56C1]
n3:mistoKonaniAkce
Vancouver, BC
n3:mistoVydani
Calgary
n3:nazevZdroje
Proceedings of the 13th IASTED International Conference on Control and Applications
n3:obor
n18:BC
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n19:LA09012
n3:rokUplatneniVysledku
n6:2011
n3:tvurceVysledku
Rathouský, Jan Štecha, Jan
n3:typAkce
n9:WRD
n3:zahajeniAkce
2011-06-01+02:00
s:numberOfPages
6
n13:hasPublisher
Acta Press
n17:isbn
978-0-88986-872-4
n16:organizacniJednotka
21230