APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS

APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS

In this paper we consider a linear quadratic control problem for a class of discretetime fractional order systems with multiplicative noise and we find lower bounds of the optimal cost and approximating solutions for the optimal control law. Our approach is based on the Riccati equation method us...

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Bibliographic Details
Main Author: Viorica Mariela Ungureanu
Format: Article
Language:English
Published: Editura Academica Brâncuşi 2018-11-01
Series:Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
Subjects:
discrete-time Riccati equation of control
optimal control
stochastic equations
Online Access:http://www.utgjiu.ro/rev_ing/pdf/2018-4/23_V.%20Ungureanu%20-APPROXIMATING%20SOLUTIONS%20FOR%20A%20CLASS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20PROBLEMS.pdf

Internet

http://www.utgjiu.ro/rev_ing/pdf/2018-4/23_V.%20Ungureanu%20-APPROXIMATING%20SOLUTIONS%20FOR%20A%20CLASS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20PROBLEMS.pdf

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