Stochastic Optimal Linear Control for Generalized Cost Functions With Time-Invariant Stochastic Parameters.
Sign Up to like & getrecommendations! Published in 2023 at "IEEE transactions on cybernetics"
DOI: 10.1109/tcyb.2023.3252673
Abstract: This study presents the design of feedback controllers for generalized cost functions to deal with stochastic optimal control problems. Target linear systems contain time-invariant stochastic parameters that describe system uncertainty. The cost functions involve nonlinear… read more here.
Keywords: generalized cost; time invariant; cost functions; cost ... See more keywords