A NEW ALGORITHM FOR SUBOPTIMAL STOCHASTIC CONTROL

被引：16

作者：

CURRY, RE

机构：

[1] School of Electrical Eneineering, Cornell University, Ithaca, N. Y.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 05期

关键词：

D O I：

10.1109/TAC.1969.1099243

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An apparently new stochastic control algorithm, called M-measurement-optimal feedback control, is described for discrete-time systems. This scheme incorporates M future measurements into the control computations: When M is zero itreduces to the well-known open-loop-optimal feedback c when M is the actual number of measurements remaining in the problem, it becomes the truly optimal stochastic control. This new algorithm may also be used to simplify computations when the plant is nonlinear, when the controls are constrained, or when the cost is nonquadratic. Simulation results are presented which show the superiority of the new algorithm over the open-loop-optimal feedback control. Copyright © 1970 by The Institute of Eiectrical and Electronics Engineers, Inc.

引用

页码：533 / &