Near-Optimal Controls of Differential Systems with Switching and Random Jumps Subject to Fast Switching and Wideband Noise Perturbation-中国期刊网

摘要 Thisworkdevelopsnear-optimalcontrolsforsystemsgivenbydifferentialequationswithwidebandnoiseandrandomswitching.Therandomswitchingismodeledbyacontinuous-time,time-inhomogeneousMarkovchain.Underbroadconditions,itisshownthatthereisanassociatedlimitproblem,whichisaswitchingjumpdiffusion.Usingnear-optimalcontrolsofthelimitsystem,wethenbuildcontrolsfortheoriginalsystems.Itisshownthatsuchconstructedcontrolsarenearlyoptimal.

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Near-Optimal Controls of Differential Systems with Switching and Random Jumps Subject to Fast Switching and Wideband Noise Perturbation

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Near-Optimal Controls of Differential Systems with Switching and Random Jumps Subject to Fast Switching and Wideband Noise Perturbation

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