Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays

被引：36
|
作者：
Zhao, Ping [1 ]
机构：
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
来源：
AUTOMATICA | 2008年 / 44卷 / 12期
基金：
中国国家自然科学基金;
关键词：
Stochastic nonlinear system; Markovian jump parameter; Time-delay; Practical stability; Practical controllability; Optimal control;
D O I：
10.1016/j.automatica.2008.05.010
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The notions of the practical stability in probability and in the pth mean, and the practical controllability in probability and in the pth mean, are introduced for some stochastic systems with Markovian jump parameters and time-varying delays. Sufficient conditions on such practical properties are obtained by using the comparison principle and the Lyapunov function methods. Besides, for a class of stochastic nonlinear systems with Markovian jump parameters and time-varying delays, existence conditions of optimal control are discussed. Particularly, for linear systems, optimal control and the corresponding index value are presented for a class of quadratic performance indices with jumping weighted parameters. (C) 2008 Elsevier Ltd. All rights reserved.
引用
收藏
页码：3120 / 3125
页数：6
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