• DocumentCode
    3024426
  • Title

    Instantaneous cost functions in optimally controlled stochastic systems

  • Author

    Kawauchi, B.H. ; Sworder, D.D.

  • Author_Institution
    The Aerospace Corporation, Los Angeles, CA
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    484
  • Lastpage
    489
  • Abstract
    The utility function describing the performance of a stochastic system is often a random variable. Exclusive concern with the mean value of this function obscures the intrinsically probabilistic nature of realized response. As the process evolves in time, the perceived performance of the system is a stochastic process. Easily computed bounds on the maximum value of this process are presented here.
  • Keywords
    Algorithm design and analysis; Control systems; Cost function; Optimal control; Performance analysis; Process control; Random processes; Regulators; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.267975
  • Filename
    4046162
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3024426