Title :
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
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.914245
