A separation theorem for expected value and feared value discrete time control
Pierre Bernhard (1996)
ESAIM: Control, Optimisation and Calculus of Variations
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Pierre Bernhard (1996)
ESAIM: Control, Optimisation and Calculus of Variations
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Runolfsson, Thordur (2000)
Mathematical Problems in Engineering
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A. Styszyński (1983)
Applicationes Mathematicae
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A. Grzybowski (1988)
Applicationes Mathematicae
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S. Trybuła (1988)
Applicationes Mathematicae
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Chaoqun Zhu, Bin Yang, Xiang Zhu (2020)
Kybernetika
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This paper is concerned with the finite and infinite horizon optimal control issue for a class of networked control systems with stochastic communication protocols. Due to the limitation of networked bandwidth, only the limited number of sensors and actuators are allowed to get access to network mediums according to stochastic access protocols. A discrete-time Markov chain with a known transition probability matrix is employed to describe the scheduling behaviors of the stochastic access...
Alexander Poznyak, M. Taksar (1996)
Applicationes Mathematicae
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We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since...
Borkar, Vivek S. (2005)
Probability Surveys [electronic only]
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Pham, Huyên (2005)
Probability Surveys [electronic only]
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