Near optimal control for a class of stochastic hybrid systems
Near optimal control for a class of stochastic hybrid systems
复制标题
一类随机混合系统的近最优控制
DOI：
10.1016/j.automatica.2010.05.024
复制
发表时间：
2010
期刊：
影响因子：
6.4
通讯作者：
Li, Ping
中科院分区：
文献类型：
--
作者：
Song, Chunyue;Li, Ping
针对一类随机混杂系统的最优控制问题，提出了一种近似最优状态反馈控制方法，该方法基于在整个状态空间采样的近似数值解，利用统计预测方法构造。一个数值例子说明了这种方法的潜力。
To address a computationally intractable optimal control problem for a class of stochastic hybrid systems, this paper proposes a near optimal state feedback control scheme, which is constructed by using a statistical prediction method based on approximate numerical solution that samples over the entire state space. A numerical example illustrates the potential of the approach.