Optimal control of discrete-time nonlinear stochastic systems with general criteria

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

10.1109/cdc.2000.914245 ◽

2002 ◽

Author(s):

E.E. Yaz ◽

Y.I. Yaz

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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Near-optimal control of discrete-time nonlinear stochastic systems

Proceedings of the Institution of Electrical Engineers ◽

10.1049/piee.1971.0130 ◽

1971 ◽

Vol 118 (5) ◽

pp. 709

Author(s):

B.V. Raja Rao ◽

A.K. Mahalanabis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2558044 ◽

2017 ◽

Vol 62 (1) ◽

pp. 250-261 ◽

Cited By ~ 49

Author(s):

Weihai Zhang ◽

Xiangyun Lin ◽

Bor-Sen Chen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Near-optimal control of discrete-time nonlinear stochastic systems

Proceedings of the Institution of Electrical Engineers ◽

10.1049/piee.1972.0058 ◽

1972 ◽

Vol 119 (2) ◽

pp. 260

Author(s):

Martin Healey ◽

B.V. Raja Rao ◽

A.K. Mahalanabis

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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Comment on “LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems”

IEEE Transactions on Automatic Control ◽

10.1109/tac.2020.3042488 ◽

2020 ◽

pp. 1-1

Author(s):

Tianliang Zhang ◽

Feiqi Deng

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Optimal Control of Discrete Time Stochastic Systems

10.1007/978-3-642-45470-7 ◽

1975 ◽

Cited By ~ 32

Author(s):

Charlotte Striebel

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems

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Optimal control for discrete-time singular stochastic systems with input delay

Optimal Control Applications and Methods ◽

10.1002/oca.2237 ◽

2016 ◽

Vol 37 (6) ◽

pp. 1282-1313 ◽

Cited By ~ 5

Author(s):

Fan Wang ◽

Jinling Liang ◽

Feng Wang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Input Delay ◽

Singular Stochastic Systems

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Neural approximations for multistage optimal control of nonlinear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.506245 ◽

1996 ◽

Vol 41 (6) ◽

pp. 889-895 ◽

Cited By ~ 32

Author(s):

T. Parisini ◽

R. Zoppoli

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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A Combined Optimal Control and Stopping Problem in Discrete Time Stochastic Systems

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.12.674 ◽

1976 ◽

Vol 12 (6) ◽

pp. 674-680

Author(s):

Hideki KOKAME

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems

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Optimal control of a class of nonlinear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1981.1102778 ◽

1981 ◽

Vol 26 (5) ◽

pp. 1048-1054 ◽

Cited By ~ 10

Author(s):

R. Mohler ◽

W. Kolodziej

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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$H_infty$Control for Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2006.876808 ◽

2006 ◽

Vol 51 (6) ◽

pp. 1041-1046 ◽

Cited By ~ 59

Author(s):

N. Berman ◽

U. Shaked

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems

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