Linear quadratic regulation of systems with stochastic parameter uncertainties

DOI10.1016/j.automatica.2009.10.001zbMath1192.93127OpenAlexW2020036842MaRDI QIDQ976223

B. E. Eshmatov

Publication date: 17 June 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.10.001

zbMATH Keywords

stochastic optimal controlpolynomial chaosprobabilistic LQR

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (14)

Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints ⋮ Optimal Control of Uncertain Systems Using Sample Average Approximations ⋮ Robust and nonlinear control literature survey (No. 17) ⋮ Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming ⋮ Polynomial chaos-based \(\mathcal{H}_2\) output-feedback control of systems with probabilistic parametric uncertainties ⋮ Discounted-cost linear quadratic output regulation of switched linear systems ⋮ Design of linear parameter varying quadratic regulator in polynomial chaos framework ⋮ Model order reduction of random parameter-dependent linear systems ⋮ Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization ⋮ Region of attraction analysis of nonlinear stochastic systems using polynomial chaos expansion ⋮ Unnamed Item ⋮ A note on polynomial chaos expansions for designing a linear feedback control for nonlinear systems ⋮ Numerical Trajectory Optimization for Stochastic Mechanical Systems ⋮ Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control^†

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