A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time framework (Contributo in atti di convegno)

Type
Label
  • A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time framework (Contributo in atti di convegno) (literal)
Anno
  • 2008-01-01T00:00:00+01:00 (literal)
Alternative label
  • Mavelli, G.; Palumbo, P. (2008)
    A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time framework
    in 17th World Congress The International Federation of Automatic Control (IFAC), Seoul, Korea, July 6-11, 2008
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Mavelli, G.; Palumbo, P. (literal)
Pagina inizio
  • 8027 (literal)
Pagina fine
  • 8032 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
  • http://www.ifac-papersonline.net/World_Congress/Proceedings_of_the_17th_IFAC_World_Congress__2008 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#titoloVolume
  • World Congress (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#volumeInCollana
  • Volume# 17 | Part# 1 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#pagineTotali
  • 6 (literal)
Note
  • Google Scholar (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Istituto di Analisi dei Sistemi ed Informatica A. Ruberti\", IASI-CNR (National Research Council of Italy), Viale Manzoni 30, 00185 Roma, Italy (literal)
Titolo
  • A Carleman approximation scheme for a stochastic optimal control problem in the continuous-time framework (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#isbn
  • 978-3-902661-00-5 (literal)
Abstract
  • The paper investigates the optimal control problem for a stochastic linear di®erential system, driven by a persistent disturbance generated by a nonlinear stochastic exogenous system. The assumption of incomplete information has been assumed, that is neither the state of the system, nor the state of the exosystem are directly measurable. The standard quadratic cost functional has been considered. The approach followed consists of applying the º-degree Carleman approximation scheme to the exosystem, which provides a stochastic bilinear system. Then, the optimal regulator is obtained (i.e. the solution to the minimum control problem among all the a±ne transformations of the measurements). Better performances of the regulator are expected using higher order system approximations. (literal)
Prodotto di
Autore CNR
Insieme di parole chiave

Incoming links:


Autore CNR di
Prodotto
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi
Insieme di parole chiave di
data.CNR.it