Asymptotic optimal tracking: feedback strategies

被引：7

作者：

Cai, Jiatu ^{[1
]}

Rosenbaum, Mathieu ^{[2
,4
]}

Tankov, Peter ^{[1
,3
]}

机构：

[1] Univ Paris Diderot Paris 7, Lab Probabilites & Modeles Aleatoires, Paris, France

[2] Univ Pierre & Marie Curie Paris 6, Lab Probabilites & Modeles Aleatoires, Paris, France

[3] CREST ENSAE ParisTech, 3 Ave Pierre Larousse, F-92240 Malakoff, France

[4] Ecole Polytech, CMAP, Paris, France

来源：

STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS | 2017年 / 89卷 / 6-7期

关键词：

Tracking problem; asymptotic optimality; feedback strategies;

D O I：

10.1080/17442508.2017.1285304

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This is a companion paper to [Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, Arxiv: 1510.04295]. We consider a class of strategies of feedback form for the problem of tracking and study their performance under the asymptotic framework of the above reference. The strategies depend only on the current state of the system and keep the deviation from the target inside a time-varying domain. Although the dynamics of the target is non-Markovian, it turns out that such strategies are asympototically optimal for a large list of examples.

引用

页码：943 / 966

页数：24

共 50 条

[41] Nonlinear Tracking on the Infinite Horizon: Optimal Robust State Feedback
Hammer, Jacob
[J]. IFAC PAPERSONLINE, 2021, 54 (09): : 602 - 609
[42] Asymptotic tracking of a class of uncertain nonlinear systems in strict-feedback form
Wang, D
Huang, J
[J]. SYSTEM STRUCTURE AND CONTROL 2001, VOLS 1 AND 2, 2001, : 603 - 607
[43] Global asymptotic stability of bounded output feedback tracking control for robot manipulators
Santibañez, V
Kelly, R
[J]. PROCEEDINGS OF THE 40TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 2001, : 1378 - 1379
[44] Asymptotic optimal feedback controls in stochastic dynamic two-machine flowshops
Sethi, SP
Zhou, XY
[J]. RECENT ADVANCES IN CONTROL AND OPTIMIZATION OF MANUFACTURING SYSTEMS, 1996, 214 : 147 - 180
[45] Asymptotic analysis of reduced-feedback strategies for MIMO Gaussian broadcast channels
Diaz, Jordi
Simeone, Osvaldo
Bar-Ness, Yeheskel
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2008, 54 (03) : 1308 - 1316
[46] Evidence for the flexible sensorimotor strategies predicted by optimal feedback control
Liu, Dan
Todorov, Emanuel
[J]. JOURNAL OF NEUROSCIENCE, 2007, 27 (35): : 9354 - 9368
[47] Adaptive feedback system for optimal pacing strategies in road cycling
Wolf, Stefan
Biral, Francesco
Saupe, Dietmar
[J]. SPORTS ENGINEERING, 2019, 22 (01)
[48] Adaptive feedback system for optimal pacing strategies in road cycling
Stefan Wolf
Francesco Biral
Dietmar Saupe
[J]. Sports Engineering, 2019, 22
[49] Classification of product knowledge - An approach to optimal feedback strategies for design
Dietz, P
Ort, A
Penschke, S
[J]. GLOBALIZATION OF MANUFACTURING IN THE DIGITAL COMMUNICATIONS ERA OF THE 21ST CENTURY: INNOVATION, AGILITY, AND THE VIRTUAL ENTERPRISE, 1998, : 783 - 799
[50] COMPUTATION OF OPTIMAL FEEDBACK-STRATEGIES FOR INTERCEPTION IN A HORIZONTAL PLANE
RAJAN, N
ARDEMA, MD
[J]. JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, 1984, 7 (05) : 627 - 629

← 1 2 3 4 5 →