Book ChapterDOI
Concepts and Methods in Stochastic Control
Yaakov Bar-Shalom,Edison Tse +1 more
TLDR
In this article, the authors discuss the problem of control of dynamic stochastic systems, where the performance index is taken as the expected value of a cost function and is to be minimized by a sequence of controls.Abstract:
Publisher Summary This chapter discusses the concepts and methods in stochastic control. In most control or multistage decision processes arising in engineering, economic, or biological systems, there are inherent uncertainties. These uncertainties prevent the exact determination of the effect of the controller's actions and deterministic control theory cannot be used. In many problems, the uncertainties that could arise in the system, as well as in the observations made on the system could be modeled as stochastic processes. These problems could be treated using stochastic control theory. The chapter discusses the problem of control of dynamic stochastic systems. The state of the type of system that is considered evolves according to the non-linear stochastic difference equations. The performance index is taken as the expected value of a cost function and is to be minimized by a sequence of controls. The choice of these controls, which is a multistage decision process, constitutes the stochastic control problem.read more
Citations
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Journal ArticleDOI
Ecological optimization and adaptive management
Carl J. Walters,Ray Hilborn +1 more
BookDOI
Vegetation science applications for rangeland analysis and management.
TL;DR: In this article, the authors present a taxonomy of rangeland plants and their application in range management and vegetation science, including the role of nonvascular plants in management of arid and semi-arid rangelands.
Journal ArticleDOI
Survey of adaptive dual control methods
TL;DR: A survey of adaptive dual control methods, elaborated from the early 1960s until the present, is given in this article, taking into account its close interconnection with general progress in adaptive control theory and applications.
Journal ArticleDOI
Stochastic model predictive control with active uncertainty learning: A Survey on dual control
TL;DR: The stochastic MPC (SMPC) problem in the dual control paradigm is presented, where the control inputs to an uncertain system have a probing effect for active uncertainty learning and a directing effect for controlling the system dynamics.
Journal ArticleDOI
An innovations approach to dual control
TL;DR: In this article, a cost function which includes the variance of the innovations process is used to optimize the performance of a stochastic system with unknown parameters, and the relationship among the controller obtained in this paper and the certainty equivalence and cautious controllers is analyzed.
References
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Journal ArticleDOI
Adaptive Control Processes: A Guided Tour
TL;DR: Adaptive Control Processes: A Guided Tour as mentioned in this paper is a guidebook for guided tours of control processes, with a focus on adaptive control processes, and a description of the tour.
Journal ArticleDOI
Applied Statistical Decision Theory
Journal ArticleDOI
On self tuning regulators
TL;DR: In this paper, the problem of controlling a system with constant but unknown parameters is considered and an algorithm obtained by combining a least squares estimator with a minimum variance regulator computed from the estimated model is analyzed.
Journal ArticleDOI
Optimal Control Systems
TL;DR: This book discusses Classical and Modern Control Optimization Optimal Control Historical Tour, Variational Calculus for Discrete-Time Systems, and more.