Title :
Optimal delays in decision and control
Author :
Deshmukh, S. ; Chikte, S.D.
Author_Institution :
Northwestern University, Evanston, IL, USA
fDate :
8/1/1974 12:00:00 AM
Abstract :
Computations involved in controlling a system or a decision process are time-consuming in practice. The problem of optimally choosing the estimation and control delays is formulated in the dynamic programming framework and illustrated by examples. Selection of optimal estimation and control algorithms is outlined conceptually.
Keywords :
Delay; Discrete-time systems; Optimal stochastic control; State estimation; Stochastic optimal control; Application software; Computer applications; Control systems; Delay; Differential equations; Digital control; Lagrangian functions; Optimal control; Quadratic programming; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100587
