2016/01/01 by Ioannis Dassios, Ioannis K. Dassios, Krzysztof Szajowski +1 · 3 citations
Engineering · Mathematics · #Advanced Control Systems Optimization #Applied mathematics #Artificial intelligence #Bayesian probability #Class (philosophy) #Computer science #Control (management) #Control Systems and Identification #Control theory (sociology) #Exponential family #Exponential function #Linear system #Mathematical analysis #Mathematical optimization #Mathematics #Optimal control #Prior probability #Stability and Control of Uncertain Systems #Statistics #Stochastic control #math.OC
paper · pdf · doi:10.1007/978-3-319-55795-3_20
published in IFIP advances in information and communication technology, 220-229 (Springer Science+Business Media)
openalex publication_date 2016/01/01 · arxiv created 2016/12/15 · arxiv updated 2020/11/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05
The main objective of this article is to present Bayesian optimal control over a class of non-autonomous linear stochastic discrete time systems with disturbances belonging to a family of the one parameter uniform distributions. It is proved that the Bayes control for the Pareto priors is the solution of a linear system of algebraic equations. For the case that this linear system is singular, we apply optimization techniques to gain the Bayesian optimal control. These results are extended to generalized linear stochastic systems of difference equations and provide the Bayesian optimal control for the case where the coefficients of these type of systems are non-square matrices. The paper extends the results of the authors developed for system with disturbances belonging to the exponential family.