Optimal controller for stochastic systems with algebraic dependencies

Authors:	Prautsch Pavel, University of West Bohemia in Pilsen, Czech Republic Žampa Pavel, University of West Bohemia in Pilsen, Czech Republic Mošna Jiří, University of West Bohemia in Pilsen, Czech Republic Veselý Karel, University of West Bohemia in Pilsen, Czech Republic
Topic:	2.4 Optimal Control
Session:	Optimal Control in Stochastic Systems
Keywords:	Multivariable control systems, Optimal control, Optimal systems, Stochastic systems, Computational methods

Abstract

For systems with algebraic dependencies an extended design of an optimal controller is discussed. It relies on a new notion of a sequential controller proposed together with an efficient algorithm for determining a set of admissible controllers to a given system that contain the least number of delays. An extended optimizing recursion then follows naturally.