Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
752112 | Systems & Control Letters | 2010 | 6 Pages |
Abstract
This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known to play a basic role for the analysis of such problems and the design of viable control feedbacks. In the present paper, we show how a stochastic viability kernel and viable feedbacks relying on probability (or chance) constraints can be defined and computed by a dynamic programming equation. An example illustrates most of the assertions.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Luc Doyen, Michel De Lara,