Optimal design of control law under uncertainty by dynamic programming

• Autorzy: Siomak M. , Malinowski K.
• Języki publikacji: EN

Abstrakty

EN

In this paper various aspects of the realization of the dynamic programming algorithm are presented. Particular attention is focused on computational efficiency, which is obtained by presented discretization, approximation and parallelization techniques. Numerical solutions of some examples are briefly described and discussed. The last part presents a particular approach to handle stochastic constraints with illustrative examples. All numerical results were obtained on the CRAY 6416 super-server installed in Computing Center of the Warsaw University of Technology.

Słowa kluczowe

EN

dynamic programming; control law optimal design; uncertainty; computational efficiency; discretization; approximation; parallelization; stochastic constraints

• Wydawca: Polish Academy of Sciences, Committee of Automatic Control and Robotics
• Czasopismo: Archives of Control Sciences
• Rocznik: 1998
• Tom: Vol. 7, no. 3/4
• Strony: 202--226
• Opis fizyczny: Bibliogr. poz. 18

Twórcy

autor

Siomak M.

autor

Malinowski K.

• Institute of Control and Computational Engineering, Warsaw University of Technology