HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Reports

Optimal ergodic control of nonlinear stochastic systems

Fabien Campillo 1
1 MEFISTO
CRISAM - Inria Sophia Antipolis - Méditerranée
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.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00075301
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 5:54:16 PM
Last modification on : Friday, February 4, 2022 - 3:18:28 AM
Long-term archiving on: : Sunday, April 4, 2010 - 9:55:03 PM

Identifiers

  • HAL Id : inria-00075301, version 1

Collections

Citation

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

Share

Metrics

Record views

131

Files downloads

206