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Continuous-Time Stochastic Averaging on the Infinite Interval for Locally Lipschitz Systems

โœ Scribed by Liu, Shu-Jun; Krstic, Miroslav

Book ID
120646066
Publisher
Society for Industrial and Applied Mathematics
Year
2010
Tongue
English
Weight
553 KB
Volume
48
Category
Article
ISSN
0363-0129

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๐Ÿ“œ SIMILAR VOLUMES

On the synthesis of optimal control for
On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index
โœ A.P. Serebrovski ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 724 KB

Some necessary and sufficient conditions are found for the existence of the optimal control for systems with a singular mean-square performance index. Optimal control is obtained by the use of pseudo-inverse. The asymptotic behavior of sub-optimal control is also studied.