Title :
Feedback regulators for jump parameter systems with state and control dependent transition rates
Author :
Sworder, David D. ; Robinson, Vernon G.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
8/1/1973 12:00:00 AM
Abstract :
A class of linear, stochastic, jump parameter systems is studied in which the probability law of the parameter processes depends upon the control policy used. An optimal controller is given when the loss function is quadratic. Because of difficulties inherent in the design equations, a more easily evaluated, near optimal controller is provided for problems in which the parameter processes are weakly dependent on the control policy.
Keywords :
Jump parameter systems; Linear systems, stochastic; Linear systems, time-varying continuous-time; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Stochastic systems, linear; Control systems; Economic indicators; Linear feedback control systems; Nonlinear equations; Optimal control; Process control; Regulators; State feedback; Stochastic systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100343
