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Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms

✍ Scribed by William M. McEneaney

Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
571 KB
Volume
47
Category
Article
ISSN
0005-1098

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In this paper we consider discrete-time, linear stochastic systems with random state and input matrices which are subjected to stochastic disturbances and controlled by dynamic output feedback. The aim is to develop an H-type theory for such systems. For this class of systems a stochastic bounded re