Değişken gecikmeli kısıtlı stokastik kontrol geçiş sistemleri için regülatör problemi

Year 2020, Volume: 9 Issue: 3, 997 - 1005, 26.09.2020

Çerkez Ağayeva

https://doi.org/10.17798/bitlisfen.633210

Abstract

Bu makalede,
doğrusal stokastik denklemler sınıfıyla  
ifade olunan geçiş sistemleri ele alınmıştır. Gecikmeli faz ve kontrol
parametreleri içeren diferansiyel denklemler için karesel amaç fonksiyonu olan
optimal kontrol problemi oluşturulmuş ve sağ uç noktasında  kısıta sahip olan durum için  optimizasyon problemi incelenmiştir. Literatürde
Doğrusal Karesel Regülatör  olarak
bilinen ve sabit katsayılı stokastik diferansiyel denklemlerle ifade olunan bu
problemin optimal lığı için yeter ve gerek koşul, maksimum prensibi şeklinde  ispatlanmıştır. Bunun yanı sıra geçiş
sistemleri için önemli olan geçiş noktalarının bulunması için karşıtlık
koşulları  bulunmuştur. Sonda ise  Doğrusal Karesel Regülatör  problemleri için önem taşıyan optmal
kontrolün geri dönüşüm  şekli
bulunmuştur. Çözümü,   Rikkati
denklemleriyle  ifade olunan geri
dönüşüm  problemi, bu çalışmada   değişken gecikmeli stokastik sistemler için
uygulanmıştır.

Keywords

Optimal kontrol problemi, Gecikmeli stokastik diferansiyel denklemler, Geçiş sistemleri

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