• DocumentCode
    3014067
  • Title

    A simplified algorithm for computing stationary cost variances of optimally controlled stochastic systems

  • Author

    Sworder, D.D.

  • Author_Institution
    University of Southern California, Los Angeles, California
  • fYear
    1976
  • fDate
    1-3 Dec. 1976
  • Firstpage
    688
  • Lastpage
    692
  • Abstract
    Although procedures exist for finding the cost variance of an optimally controlled stochastic, jump parameter system, the computational complexity inherent in these procedures impedes their general use. An algorithm is provided here that will provide the stationary cost variance with significantly less effort. An example illustrating the mechanics of the algorithm is presented.
  • Keywords
    Control systems; Cost function; Distributed computing; Optimal control; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
  • Conference_Location
    Clearwater, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1976.267817
  • Filename
    4045677
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3014067