Stochastic Optimal Control of Discrete-Time Systems Subject to Conditional Distribution Uncertainty

被引：0
|
作者：
Charalambous, Charalambos D. [1 ]
Tzortzis, Ioannis [1 ]
Rezaei, Farzad
机构：
[1] Univ Cyprus, Fac Elect Engn, Nicosia, Cyprus
来源：
2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC) | 2011年
关键词：
D O I：
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中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The aim of this paper is to address optimality of control strategies for stochastic discrete time control systems subject to conditional distribution uncertainty. This type of uncertainty is motivated from the fact that the value function involves expectation with respect to the conditional distribution. The issues which will be discussed are the following. 1) Optimal stochastic control systems subject to conditional distribution uncertainty, 2) optimality criteria for stochastic control systems with conditional distribution uncertainty, including principle of optimality and dynamic programming.
引用
收藏
页码：6407 / 6412
页数：6
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