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Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem

Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimizatio...

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Main Author: Baten, Md Azizul
Format: Book
Published: LAP Lambert Academic Publishing 2012
Subjects:
QA76 Computer software
Online Access:http://repo.uum.edu.my/10626/
http://www.amazon.co.uk/Stochastic-Regulator-Problem-Optimal-Control/dp/3848429330
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spelling my.uum.repo.106262014-04-15T01:45:08Z http://repo.uum.edu.my/10626/ Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem Baten, Md Azizul QA76 Computer software Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimization problems emerging from mathematical nance. Problems involving linear dynamics and quadratic performance criteria are generally called linear regulator problems.The usual framework of control is the one given in probably the most studied control problem, the linear quadratic optimal control problem or the linear regulator problem, which deals with minimizing a performance index of a system governed by a set of dierential equations.The object of linear regulator control problems is to control the position of a certain process and at the same time, the force with which this process is being regulated, by punishing quadratic deviations from some targets of the process and the rate of regulation, respectively. LAP Lambert Academic Publishing 2012-03-22 Book PeerReviewed Baten, Md Azizul (2012) Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem. LAP Lambert Academic Publishing. ISBN 3848429330 http://www.amazon.co.uk/Stochastic-Regulator-Problem-Optimal-Control/dp/3848429330
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
topic QA76 Computer software
spellingShingle QA76 Computer software
Baten, Md Azizul
Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
description Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimization problems emerging from mathematical nance. Problems involving linear dynamics and quadratic performance criteria are generally called linear regulator problems.The usual framework of control is the one given in probably the most studied control problem, the linear quadratic optimal control problem or the linear regulator problem, which deals with minimizing a performance index of a system governed by a set of dierential equations.The object of linear regulator control problems is to control the position of a certain process and at the same time, the force with which this process is being regulated, by punishing quadratic deviations from some targets of the process and the rate of regulation, respectively.
format Book
author Baten, Md Azizul
author_facet Baten, Md Azizul
author_sort Baten, Md Azizul
title Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
title_short Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
title_full Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
title_fullStr Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
title_full_unstemmed Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
title_sort stochastic linear regulator problem in optimal control theory: stochastic optimal linear regulator problem
publisher LAP Lambert Academic Publishing
publishDate 2012
url http://repo.uum.edu.my/10626/
http://www.amazon.co.uk/Stochastic-Regulator-Problem-Optimal-Control/dp/3848429330
_version_ 1644280416073416704
score 13.211869

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