Optimal controller switching for stochastic systems
- 23 November 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 4, 3950-3955 vol.4
- https://doi.org/10.1109/cdc.1997.652480
Abstract
Presents a solution to certain problems in switched controller design for stochastic dynamical systems. The main result is a separation theorem for partial information systems. This result is then used to convert the partial information stochastic control problem to a complete information stochastic control problem. We also show that certainty equivalence does not hold. The optimal sequence of controllers can be determined via an appropriate solution to a dynamic programming problem.Keywords
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