LINEAR QUADRATIC CONTROL PROBLEM OF STOCHASTIC SWITCHING SYSTEMS WITH DELAY

Yıl 2016, Cilt: 4 Sayı: 2, 52 - 58, 25.08.2016

Charkaz Arif Aghayeva

https://doi.org/10.20290/btdb.87745

Öz

Linear Quadratic (LQ) problems constitute important class of optimal control problems. The solution of this problem has had a profound impact on many economics, engineering, chemical   applications and many nonlinear control problems can be approximated by the LQ problems. The contribution of this paper is to investigate the stochastic optimal control problem of linear switching systems with quadratic cost functional. A necessary and sufficient condition of optimality for stochastic linear switching systems with delay is obtained.

Anahtar Kelimeler

Delayed Stochastic Systems, Condition of Optimality; Quadratic Function, Optimal Control; Switching Linear System

LINEAR QUADRATIC CONTROL PROBLEM OF STOCHASTIC SWITCHING SYSTEMS

Öz

Doğrusal Kuadratik (DK) problem optimal control problemlerinin mühüm bir sınfını oluşturuyor. Bu problemin çözümünün birçok ekonomi, mühendislik, kimya uygulamalına önemli etkisi var. Aynı zamanda çok sayıda doğrusal olmayan kontrol problemleri DK problemleriyle yakınsanabilir. Bu çalışmada kuadratik amaç fonksiyonu olan doğrusal geçiş sistemleri için stokastik optimal problemi incelenmiştir. Gecikmeli stokastik doğrusal geçiş sistemlerinin optimal çozümü için gerekli ve yeterli koşullar bulunmuştur

Anahtar Kelimeler

Gecikmeli Stokastik Sistemler, Optimallık koşulu, Doğrusal geçiş sistemi, Rikkati denklemleri

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