In this paper, a class of multiobjective control problems is considered, where the objective and constraint functions involved are f t x t αΊ t y t z t with x t β R n , y t β R n , and z t β R m , where x t and z t are the control variables and y t is the state variable. Under the assumption of invex
Efficiency of rolling schedules for a class of stochastic control problems
β Scribed by Mahmut Parlar
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 213 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0005-1098
No coin nor oath required. For personal study only.
β¦ Synopsis
Analytic results are derived to compare the expected cost of using a rolling schedule (sequential openloop optimal controller) to the minimum expected cost of employing a closed-loop optimal feedback controller for LQG control problems with varying nominal state and control trajectories and nonzero-mean disturbances. Two numerical examples illustrate the results.
π SIMILAR VOLUMES
defined another kind of invexity, corresponding generalized invexity, and discussed the duality for multiobjective control problems with such generalized invexity. In this paper, the duality results for multiobjective control problems with Mond and Smart's generalized invexity are discussed.