Title :
Instantaneous cost functions in optimally controlled stochastic systems
Author :
Kawauchi, B.H. ; Sworder, D.D.
Author_Institution :
The Aerospace Corporation, Los Angeles, CA
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;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.267975
