Probabilistic Criteria of Stochastic Optimal Control
Author:
Peng Yongbo,Li Jie
Publisher
Springer Singapore
Reference14 articles.
1. Chen GP, Malik OP, Qin YH, Xu GY (1992) Optimization technique for the design of a linear optimal power system stabilizer. IEEE Trans Energy Convers 7(3):453–459
2. Chen SP, Li XJ, Zhou XY (1998) Stochastic linear quadratic regulators with indefinite control weight costs. SIAM J Control Optim 36:1685–1702
3. Leondes CT, Salami MA (1980) Algorithms for the weighting matrices in sampled-data linear time-invariant optimal regulator problems. Comput Electr Eng 7:11–23
4. Li J, Chen JB, Fan WL (2007) The equivalent extreme-value event and evaluation of the structural system reliability. Struct Saf 29(2):112–131
5. Li J, Peng YB, Chen JB (2011a) Probabilistic criteria of structural stochastic optimal controls. Probab Eng Mech 26(2):240–253