Discrete-Time Stochastic Control of Hybrid Systems,

Abstract

A SIMPLE CLASS OF DISCRETE-TIME NONLINEAR STOCHASTIC CONTROL PROBLEMS WITH QUADRATIC COSTS FOR LINEAR SYSTEMS WITH RANDOMLY-JUMPING STATE-DEPENDENT PARAMETERS ARE SOLVED USING DYNAMIC PROGRAMMING. THE RESULTING CONTROLLERS EXHIBIT 'ACTIVE HEDGING' PROPERTIES.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1980
Accession Number
ADA098226

Entities

People

  • A. S. Willsky
  • David A. Castañón
  • H. J. Chizeck

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Computer Programs
  • Control Systems
  • Differential Equations
  • Dynamic Programming
  • Engineering
  • Equations
  • Hybrid Systems
  • Linear Systems
  • Phase Control
  • Power Distribution
  • Probability
  • Reliability
  • Stochastic Control
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.