Inverse Optimal Control for Discrete-Time Stochastic Nonlinear Systems Stabilization

被引：0
|
作者：
Elvira-Ceja, Santiago [1 ]
Sanchez, Edgar N. [1 ]
机构：
[1] IPN, CINVESTAV, Automat Control Lab, Unidad Guadalajara, Zapopan 45019, Jalisco, Mexico
来源：
2013 AMERICAN CONTROL CONFERENCE (ACC) | 2013年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper presents an inverse optimal control approach for stabilization in probability of discrete-time stochastic nonlinear systems. With the proposed scheme we avoid to solve the associated stochastic Hamilton-Jacobi-Bellman equation additionally a cost functional is minimized. This stabilizing optimal controller is based on a discrete-time stochastic control Lyapunov function. The applicability of the proposed approach is illustrated via numerical simulations.
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收藏
页码：4682 / 4686
页数：5
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