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Type: Artigo de periódico
Title: Jump LQ-optimal control for discrete-time Markovian systems with stochastic inputs
Author: Costa, OLV
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.
Country: EUA
Editor: Marcel Dekker Inc
Rights: fechado
Identifier DOI: 10.1080/07362999808809565
Date Issue: 1998
Appears in Collections:Unicamp - Artigos e Outros Documentos

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