脉冲控制随机系统的线性二次跟踪问题。有限视界时间的情况

IF 1.4 4区数学 Q1 MATHEMATICS

Carpathian Journal of Mathematics Pub Date : 2022-07-26 DOI:10.37193/cjm.2022.03.17

V. Drăgan, I. Popa, I. Ivanov

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引用次数: 0

摘要

“我们研究了脉冲控制随机系统的线性二次跟踪问题。研究了两个不同目标函数最小化的最优控制问题。给出了最优控制的显式公式。基于后跳矩阵Lyapunov型线性微分方程组的解计算了最优控制器。“

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A linear quadratic tracking problem for stochastic systems controlled by impulses. The finite horizon time case

"We investigate a problem to solve the linear quadratic tracking problem for stochastic systems controlled by impulses. Two optimal control problems are investigated where the different objective functions are minimized. Explicit formulae for optimal controls are developed. The optimal controllers are computed based on the solution of the backward jump matrix Lyapunov type linear differential equations."

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来源期刊

Carpathian Journal of Mathematics MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

2.40

自引率

7.10%

发文量

审稿时长

>12 weeks

期刊介绍： Carpathian Journal of Mathematics publishes high quality original research papers and survey articles in all areas of pure and applied mathematics. It will also occasionally publish, as special issues, proceedings of international conferences, generally (co)-organized by the Department of Mathematics and Computer Science, North University Center at Baia Mare. There is no fee for the published papers but the journal offers an Open Access Option to interested contributors.