Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

QR Code

Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, t...

Full description

Bibliographic Details
Main Authors:	Kek, S.L., Teo, Kok Lay, Aziz, M.
Format:	Journal Article
Published:	Gordon and Breach 2015
Online Access:	http://hdl.handle.net/20.500.11937/25784

Similar Items

Smoothing Solution for Discrete-Time Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
by: Kek, S., et al.
Published: (2016)

Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
by: Kek, S., et al.
Published: (2012)

An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems
by: Kek, S., et al.
Published: (2013)

A gradient algorithm for optimal control problems with model-reality differences
by: Kek, S.L., et al.
Published: (2015)

Discrete-time nonlinear stochastic optimal control problem based on stochastic approximation approach
by: Kek, Sie Long, et al.
Published: (2018)

Application of conjugate gradient approach for nonlinear optimal control problem with model-reality differences
by: Leong, Wah June, et al.
Published: (2018)

Application of conjugate gradient approach for nonlinear optimal control problem with model-reality difference
by: Sie, Long Kek, et al.
Published: (2018)

An integrated optimal control algorithm for discrete-time nonlinear stochastic system
by: Kek, S., et al.
Published: (2010)

A gauss-newton approach for nonlinear optimal control problem with model-reality differences
by: Sie, Long Kek, et al.
Published: (2017)

On a class of nonlinear optimal synchronization and tracking control problems
by: Zhou, Jingyang, et al.
Published: (2011)

An optimal PID controller design for nonlinear constrained optimal control problems
by: Li, B., et al.
Published: (2011)

On a class of stochastic impulsive optimal parameter selection problems
by: Liu, C., et al.
Published: (2009)

Optimality conditions for approximate solutions of vector optimization problems
by: Gao, Ying, et al.
Published: (2011)

Integrated optimal control and parameter estimation algorithms for discrete-time nonlinear stochastic dynamical systems
by: Kek, Sie Long
Published: (2011)

An optimal PID controller design for nonlinear optimal control problems with continuous state inequality constraints
by: Teo, Kok Lay, et al.
Published: (2010)

A stochastic fleet composition problem
by: Loxton, Ryan, et al.
Published: (2012)

State-delay estimation for nonlinear systems using inexact output data
by: Lin, Qun, et al.
Published: (2014)

Parameter estimation for nonlinear time-delay systems with noisy output measurements
by: Lin, Qun, et al.
Published: (2015)

Minimizing control variation in nonlinear optimal control
by: Loxton, Ryan, et al.
Published: (2013)

Robust time-delay estimation for nonlinear systems using inexact output
by: Gong, Z., et al.
Published: (2018)

Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise
by: Dokuchaev, Nikolai, et al.
Published: (2013)

Higher-order optimality conditions for weakly efficient solutions in nonconvex set-valued optimization
by: Wang, L., et al.
Published: (2010)

A neighboring extremal solution for an optimal switched impulsive control problem
by: Jiang, C., et al.
Published: (2012)

Optimal Feedback Control for Stochastic Impulsive Linear Systems Subject to Poisson Processes
by: Feng, Zhiguo, et al.
Published: (2010)

Gain scheduled H-infinity control for nonlinear stochastic systems with mixed uncertainties
by: Liu, Y., et al.
Published: (2013)

The control parameterization method for nonlinear optimal control: A survey
by: Lin, Qun, et al.
Published: (2014)

An Efficient Computational Approach to a Class of Minmax Optimal Control Problems with Applications
by: Li, Bin, et al.
Published: (2009)

Existence and uniqueness of solutions of piecewise nonlinear systems
by: Wu, C., et al.
Published: (2009)

A neighboring extremal solution for optimal switched impulsive control problems with large perturbations
by: Jiang, C., et al.
Published: (2012)

Optimal Control of Nonlinear Switched Systems: Computational Methods and Applications
by: Lin, Qun, et al.
Published: (2013)

An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem
by: S. W. Su, Stephanie, et al.
Published: (2021)

Nonlinear stochastic operators to control the consensus problem in multi-agent systems
by: Abdulghafor, Rawad Abdulkhaleq Abdulmolla, et al.
Published: (2017)

Optimal state-delay control in nonlinear dynamic systems
by: Liu, C., et al.
Published: (2022)

A unified gradient flow approach to constrained nonlinear optinization problems
by: Wang, S, et al.
Published: (2003)

An exact penalty function method for nonlinear mixed discrete programming problems
by: Changjun, Y., et al.
Published: (2013)

An efficient pseudospectral method for solving a class of nonlinear optimal control problems
by: Tohidi, Emran, et al.
Published: (2013)

Nonlinear optimal feedback control for lunar module soft landing
by: Zhou, Jingyang, et al.
Published: (2009)

Nonlinear Optimal Feedback Control for Lunar Module Soft Landing
by: Zhou, J., et al.
Published: (2009)

Nonlinear optimal feedback control for lunar module soft landing
by: Zhou, Jingyang, et al.
Published: (2012)

Optimization for Nonlinear Uncertain Switched Stochastic Systems with Initial State Difference in Batch Culture Process
by: Yuan, J., et al.
Published: (2019)

Cannot write session to /tmp/vufind_sessions/sess_4uhr0q3ur0sibqmef9j909ngc4