59 search results - page 7 / 12 » On the Optimal Stochastic Impulse Control of Linear Diffusio... |
AUTOMATICA
2008
13 years 8 months ago
2008
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
CDC
2009
IEEE
14 years 1 months ago
2009
IEEE
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
CDC
2009
IEEE
14 years 1 months ago
2009
IEEE
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
CCE
2008
13 years 8 months ago
2008
Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
CDC
2009
IEEE
14 years 1 months ago
2009
IEEE
Abstract— In this paper, we consider a discrete-time stochastic system, where sensor measurements are sent over a network to the controller. The design objective is a non-classic...