DocumentCode
476153
Title
The optimal control problem of Markov multi-model hybrid system
Author
Li, Shun-xiang ; Liu, Jia
Author_Institution
Fac. of Autom., Guangdong Univ. of Technol., Guangzhou
Volume
4
fYear
2008
fDate
12-15 July 2008
Firstpage
2160
Lastpage
2165
Abstract
The optimal control of Markov multi-model hybrid system was discussed. First, the expect value function of the optimal control was given. With the help of dynamic programming theory, the properties of the expect value function were analyzed. And the conclusion that the expect value function satisfied a HJB-equation was concluded. The optimum solution was constructed with the expect value function. Consequently, the existence of the optimum solution was proofed.
Keywords
Markov processes; dynamic programming; optimal control; HJB-equation; Markov multi-model hybrid system; dynamic programming theory; expect value function; optimal control problem; Automation; Automotive materials; Cybernetics; Dynamic programming; Educational technology; Laboratories; Machine learning; Optimal control; Stochastic systems; Switches; Expect Value function; HJB-equation; Markov multi-model hybrid system; Optimal control;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2008 International Conference on
Conference_Location
Kunming
Print_ISBN
978-1-4244-2095-7
Electronic_ISBN
978-1-4244-2096-4
Type
conf
DOI
10.1109/ICMLC.2008.4620763
Filename
4620763
Link To Document