Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences

DOI10.3934/NACO.2015.5.275zbMath1327.93415OpenAlexW2228963853MaRDI QIDQ494273

Mohd Ismail Abd Aziz, Sie Long Kek

Publication date: 31 August 2015

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2015.5.275

zbMATH Keywords

iterative algorithmoutput regulationstochastic optimal controlmodel-reality differencesadjustable parameters

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cites Work

• Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
• On an algorithm for combined system optimisation and parameter estimation
• An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems
• An integrated optimal control algorithm for discrete-time nonlinear stochastic system
• Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems

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