搜索结果: 1-6 共查到“数学 Stochastic Control”相关记录6条 . 查询时间(0.312 秒)
Performance bounds for linear stochastic control
Stochastic control Model predictive control Linear matrix inequality Convex optimization
2015/8/10
We develop computational bounds on performance for causal state feedback stochastic control with linear dynamics, arbitrary noise distribution, and arbitrary input constraint set. This can be very use...
Nonlinear Q-design for convex stochastic control
Nonlinear dynamic controller discrete linear constraint convex function parameters are random
2015/8/7
In this note we describe a version of the Q-design method that can be used to design nonlinear dynamic controllers for a discrete-time linear time-varying plant, with convex cost and constraint functi...
Performance bounds and suboptimal policies for linear stochastic control via LMIs
dynamic programming stochastic control convex optimization
2015/8/7
In a recent paper, the authors showed how to compute performance bounds for infinite horizon stochastic control problems with linear system dynamics and arbitrary constraints, objective, and noise dis...
Stochastic Control of Event-Driven Feedback in Multi-Antenna Interference Channels
Stochastic Control of Event-Driven Feedback Multi-Antenna Interference Channels
2011/2/22
Spatial interference avoidance is a simple and effective way of mitigating interference in multi-antenna wireless networks.
Optimization and Convergence of Observation Channels in Stochastic Control
Stochastic control information theory observation channels optimization
2010/12/9
This paper studies the optimization of observation channels (stochastic kernels)in partially observed stochastic control problems. In particular, existence, continuity, and convexity
properties are i...
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems
Quasi-variational inequalities Contraction Fixed point finite element Error estimate
2008/6/27
On a Noncoercive System of Quasi-Variational Inequalities Related to Stochastic Control Problems.
