Academic literature on the topic 'Stochastic robust control'

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Journal articles on the topic "Stochastic robust control"

1

Pun, Chi Seng. "Robust time-inconsistent stochastic control problems." Automatica 94 (August 2018): 249–57. http://dx.doi.org/10.1016/j.automatica.2018.04.038.

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2

Benavoli, A., and L. Chisci. "Robust stochastic control based on imprecise probabilities*." IFAC Proceedings Volumes 44, no. 1 (2011): 4606–13. http://dx.doi.org/10.3182/20110828-6-it-1002.02081.

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3

Hassan, Ali, Robert Mieth, Deepjyoti Deka, and Yury Dvorkin. "Stochastic and Distributionally Robust Load Ensemble Control." IEEE Transactions on Power Systems 35, no. 6 (2020): 4678–88. http://dx.doi.org/10.1109/tpwrs.2020.2992268.

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4

Glasserman, Paul, and Xingbo Xu. "Robust Portfolio Control with Stochastic Factor Dynamics." Operations Research 61, no. 4 (2013): 874–93. http://dx.doi.org/10.1287/opre.2013.1180.

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5

Martínez-Frutos, J., R. Ortigosa, P. Pedregal, and F. Periago. "Robust optimal control of stochastic hyperelastic materials." Applied Mathematical Modelling 88 (December 2020): 888–904. http://dx.doi.org/10.1016/j.apm.2020.07.012.

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6

Steinbach, Marc C. "Robust Process Control by Dynamic Stochastic Programming." PAMM 4, no. 1 (2004): 11–14. http://dx.doi.org/10.1002/pamm.200410003.

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7

Zhang, Tianliang, Yu-Hong Wang, Xiushan Jiang, and Weihai Zhang. "Robust Stability, Stabilization, andH∞Control of a Class of Nonlinear Discrete Time Stochastic Systems." Mathematical Problems in Engineering 2016 (2016): 1–11. http://dx.doi.org/10.1155/2016/5185784.

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This paper studies robust stability, stabilization, andH∞control for a class of nonlinear discrete time stochastic systems. Firstly, the easily testing criteria for stochastic stability and stochastic stabilizability are obtained via linear matrix inequalities (LMIs). Then a robustH∞state feedback controller is designed such that the concerned system not only is internally stochastically stabilizable but also satisfies robustH∞performance. Moreover, the previous results of the nonlinearly perturbed discrete stochastic system are generalized to the system with state, control, and external disturbance dependent noise simultaneously. Two numerical examples are given to illustrate the effectiveness of the proposed results.
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8

Chen, Guici, and Yi Shen. "Robust ReliableH∞Control for Nonlinear Stochastic Markovian Jump Systems." Mathematical Problems in Engineering 2012 (2012): 1–16. http://dx.doi.org/10.1155/2012/431576.

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The robust reliableH∞control problem for a class of nonlinear stochastic Markovian jump systems (NSMJSs) is investigated. The system under consideration includes Itô-type stochastic disturbance, Markovian jumps, as well as sector-bounded nonlinearities and norm-bounded stochastic nonlinearities. Our aim is to design a controller such that, for possible actuator failures, the closed-loop stochastic Markovian jump system is exponential mean-square stable with convergence rateαand disturbance attenuationγ. Based on the Lyapunov stability theory and Itô differential rule, together with LMIs techniques, a sufficient condition for stochastic systems is first established in Lemma 3. Then, using the lemma, the sufficient conditions of the solvability of the robust reliableH∞controller for linear SMJSs and NSMJSs are given. Finally, a numerical example is exploited to show the usefulness of the derived results.
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9

Wang, Cheng, and Cong Jun Rao. "Study on Stability and Robust Control of Stochastic Network Control System." Applied Mechanics and Materials 602-605 (August 2014): 1023–26. http://dx.doi.org/10.4028/www.scientific.net/amm.602-605.1023.

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Network control system is a feedback control system of realizing the exchange of information control system in different regional components by using the digital communication. Focusing on the stability and robust control of stochastic network control system, this paper introduces the research history and the newest research trends, and presents many widespread theoretical and applications problems. Moreover, assumptions, main ideas, and conclusions of literature related to stochastic network control system are reviewed and commented.
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10

Schacher, Michael. "Optimal control of robots under stochastic uncertainty: robust feedback control." PAMM 7, no. 1 (2007): 1061801–2. http://dx.doi.org/10.1002/pamm.200700037.

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