Optimal control of discrete-time nonlinear stochastic systems with general criteria

Author

Yaz, Edwin Engin ; Yaz, Yvonns Ike

Author_Institution

Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA

Volume

3

fYear

2000

fDate

2000

Firstpage

2873

Abstract

A general formulation is presented for finite horizon suboptimal control of a class of discrete-time, nonautonomous, uncertain, nonlinear stochastic systems. Full state information is assumed to be available in controller derivation and optimization is carried out for a variety of performance criteria within a common framework. These performance criteria include H₂, H_∞, and various dissipative control objectives for such stochastic systems. It is shown that the results obtained in the paper include the previous ones in the literature as special case

Keywords

discrete time systems; nonlinear control systems; stochastic systems; suboptimal control; uncertain systems; discrete-time nonautonomous uncertain nonlinear stochastic systems; dissipative control objectives; finite horizon suboptimal control; full state information; Control systems; Costs; Educational institutions; Nonlinear control systems; Optimal control; Power system modeling; State feedback; Stochastic resonance; Stochastic systems; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2000. Proceedings of the 39th IEEE Conference on

Conference_Location

Sydney, NSW

ISSN

0191-2216

Print_ISBN

0-7803-6638-7

Type

conf

DOI

10.1109/CDC.2000.914245

Filename

914245