Optimal feedback control for stochastic impulsive linear systems subject to Poisson processes

DOI10.1007/978-0-387-89496-6_13MaRDI QIDQ3059292zbMATH OpenOpenAlexFDO

Authors Zhiguo Feng, Kok Lay Teo

Publication date 8 December 2010

Published in Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-387-89496-6_13

zbMATH Keywords

Poisson processstochastic impulsive optimal parameter selection problemtime scaling transformation

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Feedback control (93B52) Optimal stochastic control (93E20)

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(5)

• A stochastic optimal feedback control problem with random-sized jumps
• Optimal control of stochastic dynamic systems with past history and Poisson switchings
• A smoothing approach for the optimal parameter selection problem with continuous inequality constraint
• Stability analysis and stabilization of stochastic linear impulsive, switched and sampled-data systems under dwell-time constraints
• Optimal parameter selection for nonlinear multistage systems with time-delays

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