NDLI: Control variation as a source of uncertainty: Single input case

Content Provider	IEEE Xplore Digital Library
Author	Calmon, A.P. Vallee, T. do Val, J.
Copyright Year	2009
Description	Author affiliation: IEMN-IAE, LEMNA, Université de Nantes, Chemin de la censive du tertre, 44322, Nantes, France (Vallee, T.) \|\| Department of Telematics of the School of Electrical and Computer Engineering Engineering, University of Campinas, C.P. 6101, CEP 13081-970, SP, Brazil (Calmon, A.P.; do Val, J.)
Abstract	This paper presents a theoretical framework and the control strategy for single input discrete-time stochastic systems for which the control variations increase state uncertainty (CVIU systems). This type of system model can be useful in many practical situations, such as in monetary policy problems, medicine and biology, and, in general, in problems for which a complete dynamic model is too complex to be feasible. The optimal control strategy for a single-input CVIU system associated with a convex cost functional is devised using dynamic programming and tools from nonsmooth analysis. Furthermore, this strategy points to a region in the state space in which the optimal action is of no variation, as expected from the cautionary nature of controlling underdetermined systems. In addition, a specific result for the case when the cost functional is differentiable is obtained and discussed. These results are illustrated through a numerical example in economics.
Starting Page	4416
Ending Page	4421
File Size	1154306
Page Count	6
File Format	PDF
ISBN	9781424445233
ISSN	07431619
DOI	10.1109/ACC.2009.5160556
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-06-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Uncertainty Control systems Medical control systems Biological system modeling Optimal control Cost function Stochastic systems Computational biology Dynamic programming State-space methods
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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