Author/Authors
AGHAYEVA, Charkaz Arif Anadolu University - Faculty of Engineering - Department of Industrial Engineering, Turkey
Title Of Article
LINEAR QUADRATIC CONTROL PROBLEM OF STOCHASTIC SWITCHING SYSTEMS WITH DELAY
شماره ركورد
41880
Abstract
Linear Quadratic (LQ) problems constitute important class of optimal control problems. The solution of this problem has had a profound impact on many economics, engineering, chemical applications and many nonlinear control problems can be approximated by the LQ problems. The contribution of this paper is to investigate the stochastic optimal control problem of linear switching systems with quadratic cost functional. A necessary and sufficient condition of optimality for stochastic linear switching systems with delay is obtained.
From Page
52
NaturalLanguageKeyword
Delayed Stochastic Systems , Condition of optimality , Switching linear system , Riccati equations
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
To Page
58
JournalTitle
Eskişehir Technical University Journal of Science and Technology B - Theoretical Sciences
Link To Document