THE OPTIMAL CONTROL PROBLEM OF MARKOV MULTI-MODEL HYBRID SYSTEM

摘要：

The optimal control of Markov multi-model hybrid system was discussed. First, the expect value function of the optimal control was given. With the help of dynamic programming theory, the properties of the expect value function were analyzed. And the conclusion that the expect value function satisfied a HJB-equation was concluded. The optimum solution was constructed with the expect value function. Consequently, the existence of the optimum solution was proofed.

关键词： Markov multi-model hybrid system Optimal control Ezpect Value function HJB-equation

作者: SHUN-XIANG LI JIA LIU

作者单位: Faculty of Automation, Guangdong University of Technology, Guangzhou 510006, China The Key Laboratory of Automobile Materials of Jilin University, Ministry of Education, Jilin Univers

会议类型: 国际会议

会议名称: 2008 International Conference on Machine Learning and Cybernetics(2008机器学习与控制论国际会议)

会议地点: 昆明

会议语种:英文

页码: 2160-2165

在线出版日期: 2008-07-12（万方平台首次上网日期，不代表论文的发表时间）