Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences

• Main Authors: Kek, Sie Long, Abd. Aziz, Mohd. Ismail
• Format: Article
• Published: American Institute of Mathematical Sciences 2015
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/58740/; http://dx.doi.org/10.3934/naco.2015.3.275

In this paper, we propose an output regulation approach, which is based on principle of model-reality differences, to obtain the optimal output measurement of a discrete-time nonlinear stochastic optimal control problem. In our approach, a model-based optimal control problem with adding the ad- just...