OPTIMAL CONTROL FOR DISCRETE-TIME, LINEAR FRACTIONAL-ORDER SYSTEMS WITH MARKOVIAN JUMPS

被引：0
|
作者：
Ungureanu, Viorica Mariela [1 ]
机构：
[1] Constantin Brancusi Univ Targu Jiu, Dept Energy Environm & Agroturism, Targu Jiu 210135, Romania
来源：
PROCEEDINGS OF THE TWENTY-FIRST INTERNATIONAL CONFERENCE ON GEOMETRY, INTEGRABILITY AND QUANTIZATION | 2020年 / 21卷
关键词：
Dynamic programming; fractional discrete-time systems; linear quadratic control; multiplicative noise;
D O I：
10.7546/giq-21-2020-291-301
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper considers a finite-horizon linear quadratic (LQ) optimal control problem for a class of stochastic discrete-time, linear systems of fractional order which are generated by the operator involved in the definition of the fractional-order derivative of Grunwald-Letnikov type. This subject is new for discrete-time, linear, fractional-order systems (DTLFSs) with infinite Markovian jumps. We use an equivalent linear expanded-state model of the DTLFS with jumps and an equivalent quadratic cost functional to reduce the original optimal control problem to a similar one for discrete-time, linear, integer-order systems with Markovian jumps. The obtained optimal control problem is then solved by applying a dynamic programming technique.
引用
收藏
页码：291 / 301
页数：11
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