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|Type:||Artigo de periódico|
|Title:||Jump LQ-optimal control for discrete-time Markovian systems with stochastic inputs|
do Val, JBR
|Abstract:||In this paper we consider the discrete-time LQ-optimal control problem for the class of linear systems with Markovian jump parameters and additive Ct-stochastic input. The state-space of the Markov chain is assumed to be a countably infinite set. The controller has access to both the state-variable and jump-variable. It is shown that the optimal control law is characterized by a feedback term plus a term defined-by the l(2)-stochastic input and Markov chain. An application to the optimal control of a failure prone manufacturing system subject to a random demand for a single type of item is presented.|
|Editor:||Marcel Dekker Inc|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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