Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems

DOI10.1002/OCA.4660080403zbMath0657.93074OpenAlexW1968563252MaRDI QIDQ3807109

Engin Yaz

Publication date: 1987

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660080403

zbMATH Keywords

stabilizabilitylinear stochastic-parameter discrete-time systemalmost sure and mean-square asymptotic stabilitycertainty-equivalent controloptimal finite sliding-horizon problem

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Feedback controllers for stochastic-parameter systems: Relations among various stabilizability conditions ⋮ Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions

Cites Work

• Stabilization of discrete-time systems with stochastic parameters
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• On the matrix Riccati equation for linear systems with random gain
• Further results on the uncertainty threshold principle
• Almost Sure Boundedness of Randomly Sampled Systems
• Linear optimal stochastic control using instantaneous output feedback‡

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