• DocumentCode
    489179
  • Title

    Stochastic Optimal Control of Linear Time Varying Systems via General Orthogonal Polynomials (GOP)

  • Author

    Mahayana, Dimitri ; Yuliar, Sonn ; Widodo, R.J.

  • Author_Institution
    Department of Electrical Engineering, Bandung Institute of Technology, Jl. Ganesa 10, Bandung 40132, INDONESIA
  • fYear
    1991
  • fDate
    26-28 June 1991
  • Firstpage
    2696
  • Lastpage
    2697
  • Abstract
    In this paper, two non linear time varying Riccati differential equations involved in the stochastic optimal control problem are converted into simple linear equations using GOP approximations.
  • Keywords
    Boundary conditions; Differential equations; Matrix converters; Optimal control; Polynomials; Riccati equations; Stochastic systems; Time varying systems; Tin; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1991
  • Conference_Location
    Boston, MA, USA
  • Print_ISBN
    0-87942-565-2
  • Type

    conf

  • Filename
    4791889
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=489179