Dynamic Programming for Discrete-Time Systems with Uncertain Gain
نویسندگان
چکیده
We generalise the optimisation technique of dynamic programming for discretetime systems with an uncertain gain function. We assume that uncertainty about the gain function is described by an imprecise probability model, which generalises the well-known Bayesian, or precise, models. We compare various optimality criteria that can be associated with such a model, and which coincide in the precise case: maximality, robust optimality and maximinity. We show that (only) for the first two an optimal feedback can be constructed by solving a Bellman-like equation.
منابع مشابه
Robust H2 switching gain-scheduled controller design for switched uncertain LPV systems
In this article, a new approach is proposed to design robust switching gain-scheduled dynamic output feedback control for switched uncertain continuous-time linear parameter varying (LPV) systems. The proposed robust switching gain-scheduled controllers are robustly designed so that the stability and H2-gain performance of the switched closed-loop uncertain LPV system can be guaranteed even und...
متن کاملA DSS-Based Dynamic Programming for Finding Optimal Markets Using Neural Networks and Pricing
One of the substantial challenges in marketing efforts is determining optimal markets, specifically in market segmentation. The problem is more controversial in electronic commerce and electronic marketing. Consumer behaviour is influenced by different factors and thus varies in different time periods. These dynamic impacts lead to the uncertain behaviour of consumers and therefore harden the t...
متن کاملOptimal Control with Imprecise Gain through Dynamic Programming
We generalise the optimisation technique of dynamic programming for discrete-time systems with an uncertain gain function. The main objective in optimal control is to find out how a system can be influenced, or controlled, in such a way that it its behaviour satisfies certain requirements, while at the same time maximising a given gain function. A very effective method for solving such problems...
متن کاملNew scheduling rules for a dynamic flexible flow line problem with sequence-dependent setup times
In the literature, the application of multi-objective dynamic scheduling problem and simple priority rules are widely studied. Although these rules are not efficient enough due to simplicity and lack of general insight, composite dispatching rules have a very suitable performance because they result from experiments. In this paper, a dynamic flexible flow line problem with sequence-dependent se...
متن کاملNew Robust Stability Criteria for Uncertain Neutral Time-Delay Systems With Discrete and Distributed Delays
In this study, delay-dependent robust stability problem is investigated for uncertain neutral systems with discrete and distributed delays. By constructing an augmented Lyapunov-Krasovskii functional involving triple integral terms and taking into account the relationships between the different delays, new less conservative stability and robust stability criteria are established first using the...
متن کامل