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 | |
| State | Published - 2005 |
Keywords
- Jump parameter linear system
- Random polynomials
- optimal control
- semi-Markov process
- stability