2008
DOI: 10.1016/j.automatica.2007.06.002
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Discrete-time drift counteraction stochastic optimal control: Theory and application-motivated examples

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Cited by 29 publications
(40 citation statements)
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“…The proposed results build upon the previous work [25], where a DP was investigated for a similar class of stochastic systems. Compared to that of [25], the proposed DP can handle systems with additional random disturbances in the continuous state-space. Another contribution is an application of the RL to building control problems with occupant interactions based on the developed DP.…”
Section: Statement Of Contributionsmentioning
confidence: 78%
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“…The proposed results build upon the previous work [25], where a DP was investigated for a similar class of stochastic systems. Compared to that of [25], the proposed DP can handle systems with additional random disturbances in the continuous state-space. Another contribution is an application of the RL to building control problems with occupant interactions based on the developed DP.…”
Section: Statement Of Contributionsmentioning
confidence: 78%
“…A convergence result of DP for MDP, where continuous and discrete state-spaces coexist and interact with each other, was addressed in [25, Theorem 2,Theorem 3]. However, the proof in [25] cannot be directly applied to our case because for the system in (1), the MDP has stochastic disturbances in continuous state spaces.…”
Section: Remarkmentioning
confidence: 86%
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