Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems

Tanmay Rajpurohit; Wassim M. Haddad

doi:10.1002/rnc.3829

Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.3829 ◽

2017 ◽

Vol 27 (18) ◽

pp. 4723-4751 ◽

Cited By ~ 6

Author(s):

Tanmay Rajpurohit ◽

Wassim M. Haddad

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Inverse Optimal Control ◽

Stochastic Dynamical Systems

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Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5894 ◽

2021 ◽

Author(s):

Manuel Lanchares ◽

Wassim M. Haddad

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Discrete Time ◽

Inverse Optimal Control ◽

Stochastic Dynamical Systems

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Nonlinear-nonquadratic optimal and inverse optimal control for stochastic dynamical systems

2016 American Control Conference (ACC) ◽

10.1109/acc.2016.7526704 ◽

2016 ◽

Cited By ~ 1

Author(s):

Tanmay Rajpurohit ◽

Wassim M. Haddad ◽

Evangelos A. Theodorou

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Inverse Optimal Control ◽

Stochastic Dynamical Systems

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Numerical methods of synthesis of an optimal control for stochastic dynamical systems of diffusion type

Journal of Computer and Systems Sciences International ◽

10.1134/s1064230707030033 ◽

2007 ◽

Vol 46 (3) ◽

pp. 359-370 ◽

Cited By ~ 5

Author(s):

D. S. Rumyantsev ◽

M. M. Khrustalev

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Numerical Methods ◽

Stochastic Dynamical Systems ◽

Diffusion Type ◽

Methods Of Synthesis

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An Approximate Method of Optimal Control for Nonlinear Stochastic Dynamical Systems under Noisy Observations

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.5.134 ◽

1969 ◽

Vol 5 (2) ◽

pp. 134-141

Author(s):

Yoshifumi SUNAHARA ◽

Akira OSUMI

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Approximate Method ◽

Stochastic Dynamical Systems

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Optimal control of stochastic dynamical systems

Information and Control ◽

10.1016/s0019-9958(73)90458-0 ◽

1973 ◽

Vol 22 (1) ◽

pp. 13-30 ◽

Cited By ~ 5

Author(s):

N.U. Ahmed

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Stochastic Dynamical Systems

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Optimal Control Synthesis for Stochastic Dynamical Systems of Random Structure with the Markovian Switchings

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v49.i4.40 ◽

2017 ◽

Vol 49 (4) ◽

pp. 37-47 ◽

Cited By ~ 1

Author(s):

Arkabrata Das ◽

Taras O. Lukashiv ◽

Igor V. Malyk

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Control Synthesis ◽

Random Structure ◽

Stochastic Dynamical Systems ◽

Optimal Control Synthesis

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Synthesis of the Optimal Control for Linear Stochastic Dynamical Systems with Finite Aftereffect and Poisson Disturbances

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v40.i10.20 ◽

2008 ◽

Vol 40 (10) ◽

pp. 22-37 ◽

Cited By ~ 1

Author(s):

Vladimir K. Yasinskiy ◽

Lyubov I. Yasinskaya ◽

Taras O. Lukashiv

Keyword(s):

Optimal Control ◽

Dynamical Systems ◽

Stochastic Dynamical Systems

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Coherent phenomena in stochastic dynamical systems

Uspekhi Fizicheskih Nauk ◽

10.3367/ufnr.0169.199902c.0171 ◽

1999 ◽

Vol 169 (2) ◽

pp. 171 ◽

Cited By ~ 27

Author(s):

Valerii I. Klyatskin ◽

D. Gurarie

Keyword(s):

Dynamical Systems ◽

Stochastic Dynamical Systems

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SURROGATE MODELING FOR STOCHASTIC DYNAMICAL SYSTEMS BY COMBINING NONLINEAR AUTOREGRESSIVE WITH EXOGENOUS INPUT MODELS AND POLYNOMIAL CHAOS EXPANSIONS

International Journal for Uncertainty Quantification ◽

10.1615/int.j.uncertaintyquantification.2016016603 ◽

2016 ◽

Vol 6 (4) ◽

pp. 313-339 ◽

Cited By ~ 20

Author(s):

Chu V. Mai ◽

Minas D. Spiridonakos ◽

Eleni N. Chatzi ◽

Bruno Sudret

Keyword(s):

Dynamical Systems ◽

Polynomial Chaos ◽

Surrogate Modeling ◽

Stochastic Dynamical Systems ◽

Polynomial Chaos Expansions ◽

Nonlinear Autoregressive

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Inverse Optimal Control with Set-Theoretic Barrier Lyapunov Function for Handling State Constraints

2020 American Control Conference (ACC) ◽

10.23919/acc45564.2020.9147707 ◽

2020 ◽

Author(s):

Meryem Deniz ◽

P.L Devi ◽

S. N. Balakrishnan

Keyword(s):

Optimal Control ◽

Lyapunov Function ◽

State Constraints ◽

Inverse Optimal Control ◽

Barrier Lyapunov Function

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