State-Feedback, Finite-Horizon, Cost Density-Shaping Control for the Linear Quadratic Gaussian Framework

Journal of Optimization Theory and Applications

Volumn 150, Issue 2, 2011, Pages 251-274

  Zyskowski, M J ^a   Sain, M K ^b   Diersing, R W ^c  

^a Hamilton Sundstrand Electric Systems   (United States)

^b University of Notre Dame   (United States)

^c UNIVERSITY OF SOUTHERN INDIANA   (United States)

Author keywords

Cost cumulant control; Cost density shaping; Dynamic programming; Earthquake engineering benchmark; Stochastic optimal control

Indexed keywords

BENCHMARKING; COST ENGINEERING; EARTHQUAKE ENGINEERING; STATE FEEDBACK; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

COST CUMULANT CONTROL; COST CUMULANTS; COST DENSITY-SHAPING; CUMULANTS; EARTHQUAKE ENGINEERING BENCHMARK; FINITE HORIZONS; LINEAR OPTIMAL CONTROLS; LINEAR QUADRATIC GAUSSIAN; STOCHASTIC OPTIMAL CONTROL; TARGET COST;

DYNAMIC PROGRAMMING;

EID: 79959786662     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-011-9836-0     Document Type: Article

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