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Robust control of stochastic systems with noise dependent states and inputs under Markovian switching.

Sivapragasam SathananthanMichael Jason KnapLee H. Keel
Published in: ACC (2010)
Keyphrases
  • dynamic programming
  • optimal control
  • stochastic systems
  • stochastic models
  • confidence intervals
  • sample size
  • control strategy
  • conservation laws