{"title":"Parameter optimization: reduction of expected cost subject to constrained worst-case cost","authors":"J. Allwright","doi":"10.1109/CDC.1988.194730","DOIUrl":null,"url":null,"abstract":"In the context of parameter optimization for bilinear systems when the initial condition is uniformly distributed on a ball, the author considers the determination of a search direction mu (of unit norm) in parameter space to minimize the change in the expected cost subject to a constraint on the worst-case change in cost. Computational issues are discussed, and an approximate solution with prespecified error is obtained.<<ETX>>","PeriodicalId":113534,"journal":{"name":"Proceedings of the 27th IEEE Conference on Decision and Control","volume":"98 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1988-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 27th IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1988.194730","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
In the context of parameter optimization for bilinear systems when the initial condition is uniformly distributed on a ball, the author considers the determination of a search direction mu (of unit norm) in parameter space to minimize the change in the expected cost subject to a constraint on the worst-case change in cost. Computational issues are discussed, and an approximate solution with prespecified error is obtained.<>
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