Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay
DOI10.1142/S0219691316500454zbMath1354.49041MaRDI QIDQ5506739
Jiang Wu, Fucheng Liao, Yuan Yan Tang
Publication date: 16 December 2016
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
optimal controldynamic programming principlestochastic time-delay systemspreview controlstochastic augmented error system
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Optimal stochastic control (93E20) Control problems for functional-differential equations (34K35) Existence of optimal solutions to problems involving randomness (49J55)
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- Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
- Optimal Control for Navier-Stokes Takagi-Sugeno Fuzzy Equations Using Simulink
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