Optimal Control for Linear Quadratic Problems with Markov Jump Parameters and Fractional Brownian Perturbation

被引：0
|
作者：
Guevara, Karen [1 ]
Fragoso, Marcelo D. [2 ]
机构：
[1] Pontifical Catholic Univ Rio de Janeiro, Fac Elect Engn, Rio De Janeiro, Brazil
[2] Natl Lab Sci Comp LNCC, Petropolis, RJ, Brazil
来源：
2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2017年
关键词：
SYSTEMS; MOTIONS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The subject matter of this paper is the finite horizon optimal control problem for the class of Markov jump linear systems under fractional Brownian perturbation and quadratic cost. We consider the scenario in which H is an element of (1/2, 1), where H stands for the Hurst parameter, and the state space of the Markov process is finite. Under this setting, we obtain an explicit control policy for the control problem.
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页数：6
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