The optimization of solutions of the dynamic systems with random structure

DOI10.1155/2011/486714MaRDI QIDQ554901zbMATH OpenOpenAlexWikidataFDO

Authors Irada Dzhalladova, Miroslava Růžičková

Publication date 22 July 2011

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2011/486714

zbMATH Keywords

jump control systemslinear differential equationsLyapunov functionsnecessary conditions of optimizationsemi-Markov coefficients

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Review text

Summary: The paper deals with the class of jump control systems with semi-Markov coefficients. The control system is given by a system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the optimal control to minimize the functional are derived using Lyapunov functions. Necessary conditions of optimization which enables the synthesis of the optimal control are established as well.

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