: Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
: Advances in the Control of Markov Jump Linear Systems with No Mode Observation
: Springer-Verlag
: 9783319398358
: 1
: CHF 47.70
:
: Elektronik, Elektrotechnik, Nachrichtentechnik
: English
: 52
: Wasserzeichen/DRM
: PC/MAC/eReader/Tablet
: PDF
This brief broadens readers' understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real-time application for controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.
Contents6
Preliminaries7
1 Introduction7
References10
Finite-Time Control Problem12
1 Finite-Time Control Problem: Variational Method12
2 Definitions and Basic Concepts12
2.1 Main Results15
2.2 Numerical Method for the Necessary Optimal Condition17
2.3 Numerical Example22
2.4 Experimental Results from a DC Motor Device24
3 Finite-Time Control Problem: Descendent Methods28
3.1 Preliminaries28
3.2 Main Results29
3.3 Methodology33
3.4 Numerical Evaluations34
3.5 Concluding Remarks35
4 Next Chapter: Approximation Method35
References37
Approximation of the Optimal Long-Run Average-Cost Control Problem39
1 Preliminaries39
2 Notation and Main Results42
2.1 Discounted Criterion and the Main Result43
3 Numerical Example45
4 Proof of Theorem 3.146
4.1 Proof of Theorem 3.1 Continued48
5 Concluding Remarks49
References50
Series Editor's Biographies51