Name
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. |
Year | DOI | Venue |
|---|---|---|
1997 | 10.1109/CDC.1997.652480 | Decision and Control, 1997., Proceedings of the 36th IEEE Conference |
Keywords | DocType | Volume |
kalman filters,riccati equations,control system synthesis,differential equations,dynamic programming,filtering theory,optimal control,state feedback,stochastic systems,complete information stochastic control problem,dynamic programming problem,optimal controller switching,partial information stochastic control problem,partial information systems,separation theorem,stochastic dynamical systems,switched controller design,stochastic control | Conference | 4 |
ISSN | ISBN | Citations |
0191-2216 | 0-7803-4187-2 | 3 |
PageRank | References | Authors |
5.02 | 1 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Efstratios Skafidas | 1 | 200 | 32.11 |
| Robin J. Evans | 2 | 1333 | 168.58 |
| Iven Mareels | 3 | 884 | 129.28 |
| Anil Nerode | 4 | 1311 | 387.78 |