Discounted cost infinite time horizon cumulant control


Cumulants are gaining in popularity for use in stochastic control and game theory. They also have been effective in application to building and vibration control problems. Much of the work has been done for the finite time horizon case. In this paper, cost cumulants will be used on a discounted cost function. The control will be concerned with the first two… (More)


2 Figures and Tables

Slides referencing similar topics