Stability and optimal control for semi-Markov jump parameter linear systems

Kenneth J. Hochberg; Efraim Shmerling

doi:10.1007/0-387-23394-6_9

Stability and optimal control for semi-Markov jump parameter linear systems

Kenneth J. Hochberg, Efraim Shmerling

Department of Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

3 Scopus citations

Abstract

We consider continuous-time and discrete-time jump parameter linear control systems with semi-Markov coefficients and solution jumps that coincide with jumps of a semi-Markov random process. First, we derive stability conditions for semi-Markov systems of differential equations. We then determine necessary optimality conditions for the solutions of continuous-time and discrete-time control systems.

Original language	English
Title of host publication	Recent Advances in Applied Probability
Publisher	Springer US
Pages	205-221
Number of pages	17
ISBN (Print)	0387233946, 9780387233789
DOIs	https://doi.org/10.1007/0-387-23394-6_9
State	Published - 2005

Keywords

Jump parameter linear system
Random polynomials
optimal control
semi-Markov process
stability

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10.1007/0-387-23394-6_9

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AB - We consider continuous-time and discrete-time jump parameter linear control systems with semi-Markov coefficients and solution jumps that coincide with jumps of a semi-Markov random process. First, we derive stability conditions for semi-Markov systems of differential equations. We then determine necessary optimality conditions for the solutions of continuous-time and discrete-time control systems.

KW - Jump parameter linear system

KW - Random polynomials

KW - optimal control

KW - semi-Markov process

KW - stability

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Stability and optimal control for semi-Markov jump parameter linear systems

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Keywords

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