Optimal ergodic control of nonlinear stochastic systems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Reports (Research Report) Year : 1990

Optimal ergodic control of nonlinear stochastic systems

Fabien Campillo

Abstract

We study a class of ergodic stochastic control problems for diffusion processes. We describe the basic ideas concerning the Hamilton-Jacobi-Bellman equation. For a given class of control problems we establish an existence and uniqueness property of the invariant measure. Then we present a numerical approximation to the optimal feedback control based on the discretization of the infinitesimal generator using finite difference schemes. Finally, we apply these techniques to the control of semi-active suspensions for road vehicle.

Domains

Other [cs.OH]
Fichier principal
Vignette du fichier
RR-1257.pdf (638.7 Ko) Télécharger le fichier

Dates and versions

inria-00075301 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00075301 , version 1

Cite

Fabien Campillo. Optimal ergodic control of nonlinear stochastic systems. [Research Report] RR-1257, INRIA. 1990. ⟨inria-00075301⟩
162 View
224 Download

Share

Gmail Facebook Twitter LinkedIn More