Title :
Sensitivity of the performance of optimal stochastic systems
Author :
Kang, H.S. ; Mahalanabis, A.K.
Author_Institution :
Indian Institute of Technology, New Delhi, India
fDate :
3/1/1973 12:00:00 AM
Abstract :
Sensitivities of cost of an optimal nondeterministic system with noise-corrupted measurements are compared. It is shown that closed-loop realization of optimal control gives lower sensitivity than an open-loop realization.
Keywords :
Control systems; Cost function; Dynamic programming; Noise measurement; Nonlinear control systems; Open loop systems; Optimal control; Riccati equations; Stochastic processes; Stochastic systems;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1973.9041
