Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection

DOI10.1023/A:1021263416188zbMath1033.49037MaRDI QIDQ1411380

Khanh D. Pham, Stanley R. Liberty, Michael K. Sain

Publication date: 27 October 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingcost cumulant controlearthquake engineering benchmarkintegral quadratic cost

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Seismology (including tsunami modeling), earthquakes (86A15)

Related Items (6)

New risk-averse control paradigm for stochastic two-time-scale systems and performance robustness ⋮ Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems ⋮ Performance-reliability-aided decision-making in multiperson quadratic decision games against jamming and estimation confrontations ⋮ State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework ⋮ Optimal control of LQG problem with an explicit trade-off between mean and variance ⋮ Existence of solutions of a Riccati differential system from a general cumulant control problem

Cites Work

• On the essential quadratic nature of LQG control-performance measure cumulants
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Cost cumulant control: State-feedback, finite-horizon paradigm with application to seismic protection