Nonlinear–nonquadratic optimal and inverse optimal control for stochastic dynamical systems

Optimal Performance Control of Stochastic Dynamical Systems

A family of performance control policies of stochastic dynamic systems are proposed based on the probability density evolution theory and numerical optimizing strategies in the present paper. Firstly, the general form of the control policies of stochastic optimal control systems is raised according to the classical optimal control theory of linear quadratic regulator (LQR). Then, three classes ...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

Optimal Control of Nonlinear Multivariable Systems

This paper concerns a study on the optimal control for nonlinear systems. An appropriate alternative in order to alleviate the nonlinearity of a system is the exact linearization approach. In this fashion, the nonlinear system has been linearized using input-output feedback linearization (IOFL). Then, by utilizing the well developed optimal control theory of linear systems, the compensated ...

Optimal tracking control of nonlinear dynamical systems

This paper presents a simple methodology for obtaining the entire set of continuous controllers that cause a nonlinear dynamical system to exactly track a given trajectory. The trajectory is provided as a set of algebraic and/or differential equations that may or may not be explicitly dependent on time. Closed-form results are also provided for the realtime optimal control of such systems when ...

Optimal Control for Descriptor Systems: Tracking Problem (RESEARCH NOTE)

Singular systems have been studied extensively during the last two decades due Abstract to their many practical applications. Such systems possess numerous properties not shared by the well-known state variable systems. This paper considers the linear tracking problem for the continuous-time singular systems. The Hamilton-Jacobi theory is used in order to compute the optimal control and associa...