Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
文献类型:期刊论文
作者 | Zhao, Ping |
刊名 | AUTOMATICA
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出版日期 | 2008-12-01 |
卷号 | 44期号:12页码:3120-3125 |
关键词 | Stochastic nonlinear system Markovian jump parameter Time-delay Practical stability Practical controllability Optimal control |
ISSN号 | 0005-1098 |
DOI | 10.1016/j.automatica.2008.05.010 |
英文摘要 | The notions of the practical stability in probability and in the pth mean, and the practical controllability in probability and in the pth mean, are introduced for some stochastic systems with Markovian jump parameters and time-varying delays. Sufficient conditions on such practical properties are obtained by using the comparison principle and the Lyapunov function methods. Besides, for a class of stochastic nonlinear systems with Markovian jump parameters and time-varying delays, existence conditions of optimal control are discussed. Particularly, for linear systems, optimal control and the corresponding index value are presented for a class of quadratic performance indices with jumping weighted parameters. (C) 2008 Elsevier Ltd. All rights reserved. |
语种 | 英语 |
WOS记录号 | WOS:000261964800016 |
出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/6997] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Zhao, Ping |
作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China |
推荐引用方式 GB/T 7714 | Zhao, Ping. Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays[J]. AUTOMATICA,2008,44(12):3120-3125. |
APA | Zhao, Ping.(2008).Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays.AUTOMATICA,44(12),3120-3125. |
MLA | Zhao, Ping."Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays".AUTOMATICA 44.12(2008):3120-3125. |
入库方式: OAI收割
来源:数学与系统科学研究院
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