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
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;
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
DOI :
10.1109/ICMLC.2008.4620763
