Stochastic optimal sampled-data regulators with time-multiplied performance index

This paper deals with a design method of stochastic optimal sampled-data regulators. In addition, to improve faster time response and force the state of the system to approach zero more quickly, we extend the results of a standard performance index to the case of a time-multiplied one. Assuming here that complete state observations are taken intermittently at each instant t_i and are random values. Finally, the simulation results show that the optimal control law obtained from our design is applicable to both random and equally spaced sampling case and provides faster response when parameter p>0 (t^p). Simultaneously, the more 𝒦 value increases, the more optimal control law approaches the standard optimal control law of sampled-data systems with time-multiplied performance index.