Optimal Dissipative Control of a Class of Discrete-time Nonlinear Stochastic Systems with General Criteria

Authors

Edwin E. Yaz, Marquette UniversityFollow
Yvonne I. Yaz, Carthage CollegeFollow

Document Type

Article

Publication Date

2002

Publisher

Elsevier

Source Publication

European Journal of Control

Source ISSN

0947-3580

Original Item ID

DOI: 10.3166/ejc.8.445-452

Abstract

A general formulation is presented for finite-horizon optimal control of a class of discrete-time, nonautonomous, uncertain, nonlinear stochastic systems. Full state information is assumed to be available in controller derivation and optimization is carried out for a variety of performance criteria within a common dissipative framework. This framework, for example, includes performance criteria such as H2, H∞, and various kinds of passivity properties appropriately generalized to such stochastic systems. It is shown that the results obtained in this paper include some previous ones in the literature as special cases.

Comments

European Journal of Control, Vol. 8, No. 5 (2002): 445-452. DOI.

Recommended Citation

Yaz, Edwin E. and Yaz, Yvonne I., "Optimal Dissipative Control of a Class of Discrete-time Nonlinear Stochastic Systems with General Criteria" (2002). Electrical and Computer Engineering Faculty Research and Publications. 755.
https://epublications.marquette.edu/electric_fac/755