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Efficiency of rolling schedules for a class of stochastic control problems

✍ Scribed by Mahmut Parlar


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
213 KB
Volume
18
Category
Article
ISSN
0005-1098

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✦ 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.


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