DocumentCode
810099
Title
Control of jump parameter systems with discontinuous state trajectories
Author
Sworder, D.D.
Author_Institution
University of Southern California, Los Angeles, CA, USA
Volume
17
Issue
5
fYear
1972
fDate
10/1/1972 12:00:00 AM
Firstpage
740
Lastpage
741
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1100119
Filename
1100119
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