An integrated optimal control algorithm for discrete-time nonlinear stochastic system

DOI10.1080/00207179.2010.531766zbMath1205.93167OpenAlexW1969487820MaRDI QIDQ3074648

Sie Long Kek, A. A. Mohd Ismail, Kok Lay Teo

Publication date: 10 February 2011

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2010.531766

zbMATH Keywords

optimal controliterative algorithmKalman filteringmodel-reality differencesdiscrete-time nonlinear stochastic system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (5)

Stochastic linear quadratic control problem of switching systems with constraints ⋮ Efficient output solution for nonlinear stochastic optimal control problem with model-reality differences ⋮ Stability and stabilization of nonlinear discrete‐time stochastic systems ⋮ Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences ⋮ Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

Cites Work

• DISOPE distributed model predictive control of cascade systems with network communication
• Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems
• Optimal control of a class of discrete-continuous nonlinear systems -- decomposition and hierarchical structure

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