Optimal Controller Switching for Stochastic Systems.

Abstract

This paper presents a solution to certain problems in switched controller design for stochastic dynamical systems with a quadratic cost. The main result is a separation theorem for partial information systems. This result is then used to convert the partial information stochastic control problem to a complete information stochastic control problem. We also show that certainty equivalence does not hold. The optimal sequence of controllers can be determined via an appropriate solution to a dynamic programming problem.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1999
Accession Number
ADA365166

Entities

People

  • A. Nerode
  • E. Skafidas
  • I. M. Mareels
  • R. J. Evans

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Computer Programming
  • Computer Programs
  • Control Systems
  • Covariance
  • Differential Equations
  • Dynamic Programming
  • Equations
  • Gaussian Processes
  • Information Processing
  • Information Systems
  • Mathematics
  • Probability
  • Random Variables
  • Sequences
  • Statistics
  • Stochastic Control
  • Switching

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.