Title :
Feedback regulators for jump parameter systems with state and control dependent transition rates
Author :
Sworder, D.D. ; Robinson, V.G.
Author_Institution :
University of Southern California, Los Angeles, California
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 :
Control system synthesis; Control systems; Economic indicators; Nonlinear equations; Optimal control; Production; Regulators; State feedback; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.269038
