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The applicability and usefulness of implicit sampling in stochastic optimal control is explored. The basic idea is to solve the stochastic Hamilton-Jacobi-Bellman equation with a Monte Carlo solver. This approach avoids the need for a grid of the domain (which is infeasible for problems of moderate dimension), however the sampling must be done carefully or else the Monte Carlo approach also becomes...
In this paper, a novel dynamic integral sliding-mode control (ISMC) scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi–Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing ISMC approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system...
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