Infinite-horizon, Multiple-Cumulant Cost Density-Shaping for stochastic optimal control | IEEE Conference Publication | IEEE Xplore

Infinite-horizon, Multiple-Cumulant Cost Density-Shaping for stochastic optimal control


Abstract:

Recently for the LQG framework, cost density-shaping control paradigms for stochastic optimizations have been proposed. These new control methods have enabled the shape o...Show More

Abstract:

Recently for the LQG framework, cost density-shaping control paradigms for stochastic optimizations have been proposed. These new control methods have enabled the shape of a target cost density to be transformed into a linear control law. However, the theory developed so far pertains exclusively to the finite-horizon. The purpose of this work is to develop a Multiple-Cumulant Cost Density-Shaping (MCCDS) control solution as the terminal time approaches infinity. The first-generation benchmark for seismically-excited buildings will be used to validate the infinite-horizon MCCDS control law.
Date of Conference: 29 June 2011 - 01 July 2011
Date Added to IEEE Xplore: 18 August 2011
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Conference Location: San Francisco, CA, USA

References

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