We consider discrete time control problems, where only the support sets of the initial condition and of the disturbances are known. We study the applicability of the DP method and, as a counterpart of the LQ problem of the stochastic setting, we present a problem that admits an explicit analytic sol
Concepts and methods for discrete and continuous time control under uncertainty
β Scribed by Wolfgang J. Runggaldier
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 845 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0167-6687
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β¦ Synopsis
We present some concepts and solution methods for finite horizon control problems under uncertainty in discrete as well as continuous time. We discuss exact and approximate solution methods and mention possible applications. The uncertainty is mainly of a stochastic nature, but also other forms of uncertainty are considered.
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