Minimax control for discrete-time time-varying stochastic systems

被引：1
|
作者：
Guo, XP
Yu, W [1 ]
Li, XO
机构：
[1] IPN, CINVESTAV, Dept Automat Control, Mexico City 07360, DF, Mexico
[2] Zhongshan Univ, Dept Stat Sci, Guangzhou, Peoples R China
[3] IPN, CINVESTAV, Dept Ingn Elect, Secc Computac, Mexico City 07360, DF, Mexico
[4] IPN, CINVESTAV, Dept Matemat, Mexico City 07360, DF, Mexico
来源：
AUTOMATICA | 2002年 / 38卷 / 11期
关键词：
minimax techniques; time-varying system; stochastic system;
D O I：
10.1016/S0005-1098(02)00119-X
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 gives a self-contained presentation of minimax control for discrete-time time-varying stochastic systems under finite- and infinite-horizon expected total cost performance criteria. Suitable conditions for the existence of minimax strategies are proposed. Also, we prove that the values of the finite-horizon problem converge to the values of the infinite-horizon problems. Moreover, for finite-horizon problems an algorithm of calculation of minimax strategies is developed and tested by using time-varying stochastic systems. (C) 2002 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：1991 / 1998
页数：8
相关论文
共 50 条
  • [1] Minimax controller design for discrete-time time-varying stochastic systems
    Yu, W
    Guo, XP
    [J]. PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 598 - 603
  • [2] DISCRETE-TIME STOCHASTIC ADAPTIVE-CONTROL FOR TIME-VARYING SYSTEMS
    XIANYA, X
    EVANS, RJ
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1984, 29 (07) : 638 - 640
  • [3] MINIMAX CONTROL OF DISCRETE-TIME STOCHASTIC SYSTEMS
    Gonzalez-Trejo, J. I.
    Hernandez-Lerma, O.
    Hoyos-Reyes, L. F.
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2003, 41 (05) : 1626 - 1659
  • [4] Finite-time piecewise control for discrete-time stochastic nonlinear time-varying systems with time-varying delays
    Liu, Jie
    Chen, Guici
    Wen, Shiping
    Zhu, Song
    [J]. CHAOS SOLITONS & FRACTALS, 2024, 184
  • [5] Reliable H∞ Control for Discrete-time Stochastic Systems with Mixed Time-varying Delays
    Chen Guici
    Shen Yi
    Yu Shengchun
    [J]. PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE, 2012, : 1541 - 1546
  • [6] Exact Detectability of Linear Discrete-Time Time-Varying Stochastic Systems
    Zhang, Weihai
    Zheng, Wei Xing
    Sheng, Li
    [J]. 2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 9048 - 9053
  • [7] An entropy formula for time-varying discrete-time control systems
    Iglesias, PA
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1996, 34 (05) : 1691 - 1706
  • [8] Minimum entropy control for discrete-time time-varying systems
    Peters, MA
    Iglesias, PA
    [J]. AUTOMATICA, 1997, 33 (04) : 591 - 605
  • [9] Overlapping LQ control of discrete-time time-varying systems
    Bakule, L
    Rodellar, J
    Rossell, JM
    [J]. LARGE SCALE SYSTEMS: THEORY AND APPLICATIONS 2001 (LSS'01), 2001, : 389 - 394
  • [10] Adaptive Control for Discrete-Time Systems with Time-Varying Delay
    Han Cunwu
    Sun Dehui
    Bi Song
    [J]. MECHATRONICS ENGINEERING, COMPUTING AND INFORMATION TECHNOLOGY, 2014, 556-562 : 2289 - 2292
12345