Accession Number:

ADA440472

Title:

Characteristics, Nonlinearity of Statistical Control and Relations with Dynamic Game Theory

Descriptive Note:

Final progress rept. 15 Apr 2005-14 Jan 2006

Corporate Author:

NORTH DAKOTA UNIV GRAND FORKS

Personal Author(s):

Report Date:

2005-11-07

Pagination or Media Count:

6.0

Abstract:

The PI was awarded a short-term innovative research grant through the University of North Dakota. The grant period was 15 April 2005 to 14 January 2006. However, during the grant period the PI transferred to Temple University in August 2005. So, the PI is submitting the final progress report with the results that the PI obtained during 15 April 2005 to 31 August 2005. The main objective of this proposal was to develop statistical control theory. Statistical control is a generalization of Kalmans linear-quadratic-Gaussian control, where one optimizes the probability density of the performance index by controlling the cumulants. A statistical controller will have better performance and stability margin than the linear-quadratic-Gaussian controller. In this project, the authors investigated the characteristics of linear statistical controllers, developed nonlinear statistical control theory, and utilized the statistical control paradigm in dynamic game theory.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE