Optimal control of discrete-time linear fractional-order systems with multiplicative noise

DOI10.1080/00207179.2016.1266520zbMath1390.93872arXiv1605.04110OpenAlexW2962903559MaRDI QIDQ4568012

Viorica Mariela Ungureanu, Juan J. Trujillo

Publication date: 20 June 2018

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.04110

zbMATH Keywords

dynamic programmingmultiplicative noiselinear quadratic controlfractional discrete-time systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Transformations (93B17) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (7)

Fixed terminal time fractional optimal control problem for discrete time singular system ⋮ A direct method based on the Clenshaw-Curtis formula for fractional optimal control problems ⋮ On optimal control problem subject to fractional order discrete time singular systems ⋮ Necessary optimality conditions of fractional-order discrete uncertain optimal control problems ⋮ A new formulation of the fractional optimal control problems involving Mittag-Leffler nonsingular kernel ⋮ Optimal control for discrete-time, linear fractional-order systems with Markovian jumps ⋮ Synchronization of fractional-order discrete-time chaotic systems by an exact delayed state reconstructor: application to secure communication

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