Title :
Control of jump parameter systems with discontinuous state trajectories
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
10/1/1972 12:00:00 AM
Abstract :
An algorithm is presented for finding the optimal regulator for a linear system with discontinuous state trajectories. Particularly when the state reverts to the origin after every jump in the parameter matrices, the optimal stochastic controller has an interesting certainty equivalence property.
Keywords :
Jump parameter systems; Linear systems, stochastic continuous-time; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Control systems; Differential equations; Employment; Linear systems; Nonlinear equations; Optimal control; Regulators; Stochastic processes; Stochastic systems; Traffic control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1100119
