A linear quadratic model based on multistage uncertain random systems. (May 2019)

• Record Type: Journal Article
• Authors: Chen, Xin; Zhu, Yuanguo; Li, Bo; Yan, Hongyan
• Is Part Of: European journal of control. Volume 47(2019)
• Page Start: 37
• Page End: 43
• Publication Date: 2019-05
• Subjects: Linear quadratic -- Optimal control -- Uncertain random system; Control theory -- Periodicals; Automatic control -- Periodicals; Automatic control -- Mathematics -- Periodicals; Electronic journals; 629.805
• DOI: 10.1016/j.ejcon.2018.09.009
• Languages: English
• ISSNs: 0947-3580

Abstract

Abstract: In this paper, a linear quadratic (LQ) optimal control model is studied for a multistage uncertain random system. First, recurrence equations are presented for this model based on Bellman's Principle. Second, analytical expressions are derived for solving both the optimal objective function and the optimal control strategy of the model. Finally, an example is given to illustrate our results.