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Authors: Tatiana V. Guy and Miroslav Kárný

Affiliation: Institute of Information Theory and Automation, Czech Republic

ISBN: 972-8865-29-5

Keyword(s): Stochastic control design, stationary control, fully probabilistic design, stationary state space models.

Related Ontology Subjects/Areas/Topics: Decision Support Systems ; Distributed Control Systems ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization

Abstract: Stochastic control design chooses the controller that makes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design describes both the closed-loop and its desired behavior in probabilistic terms and uses the Kullback-Leibler divergence as their proximity measure. Such a design provides explicit minimizer, which opens a way for a simpler approximations of analytically infeasible cases. The current formulations are oriented towards finite-horizon design. Consequently, the optimal strategy is non-stationary one. This paper provides infinite-horizon problem formulation and solution. It leads to a stationary strategy whose approximation is much easier.

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Paper citation in several formats:
V. Guy T.; Kárný M. and (2005). STATIONARY FULLY PROBABILISTIC CONTROL DESIGN.In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 972-8865-29-5, pages 109-112. DOI: 10.5220/0001183101090112

@conference{icinco05,
author={Tatiana {V. Guy} and Miroslav Kárný},
title={STATIONARY FULLY PROBABILISTIC CONTROL DESIGN},
booktitle={Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2005},
pages={109-112},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001183101090112},
isbn={972-8865-29-5},
}

TY - CONF

JO - Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - STATIONARY FULLY PROBABILISTIC CONTROL DESIGN
SN - 972-8865-29-5
AU - V. Guy, T.
AU - Kárný, M.
PY - 2005
SP - 109
EP - 112
DO - 10.5220/0001183101090112

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