Discrete-time inverse optimal control for stochastic nonlinear systems trajectory tracking

In this paper, trajectory tracking for discrete-time stochastic nonlinear systems is achieved by an inverse optimal control. Additionally, the control scheme minimizes a cost functional, which is posteriori determined. Unlike the optimal control technique, this scheme avoids to solve the stochastic Hamilton-Jacobi-Bellman equation which is not a feasible task for this kind of systems. The proposed optimal controller is based on a discrete-time stochastic control Lyapunov function (DSCLF).