Near optimal control for a class of stochastic hybrid systems

DOI10.1016/j.automatica.2010.05.024zbMath1201.93133MaRDI QIDQ710711

Ping Li, Chunyue Song

Publication date: 22 October 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.05.024

zbMATH Keywords

numerical method; stochastic hybrid systems; near optimal control; statistical prediction

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E20: Optimal stochastic control

93C30: Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)

Related Items

Optimality condition-based sensitivity analysis of optimal control for hybrid systems and its application

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