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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| Language: | English |
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Editura Academica Brâncuşi
2018-11-01
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| Series: | Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie |
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| 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 |
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doaj-27d2534ba4674c87b7d1ce5d662849f42020-11-24T21:26:57ZengEditura Academica BrâncuşiAnalele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie1842-48562537-530X2018-11-0120184139144APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMSViorica Mariela Ungureanu0“Constantin Brâncuși” University from Târgu Jiu, ROMANIAIn 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 used in [7,8]. Unlike [7,8], in this paper the memory of the system also refers to the control sequence and not only to the state variable.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.pdfdiscrete-time Riccati equation of controloptimal controlstochastic equations |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Viorica Mariela Ungureanu |
| spellingShingle |
Viorica Mariela Ungureanu APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie discrete-time Riccati equation of control optimal control stochastic equations |
| author_facet |
Viorica Mariela Ungureanu |
| author_sort |
Viorica Mariela Ungureanu |
| title |
APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS |
| title_short |
APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS |
| title_full |
APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS |
| title_fullStr |
APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS |
| title_full_unstemmed |
APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS |
| title_sort |
approximating solutions for a class of stochastic fractional linear quadratic optimal control problems |
| publisher |
Editura Academica Brâncuşi |
| series |
Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie |
| issn |
1842-4856 2537-530X |
| publishDate |
2018-11-01 |
| description |
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 used in [7,8]. Unlike [7,8], in this paper the memory of the system also refers to
the control sequence and not only to the state variable. |
| topic |
discrete-time Riccati equation of control optimal control stochastic equations |
| url |
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 |
| work_keys_str_mv |
AT vioricamarielaungureanu approximatingsolutionsforaclassofstochasticfractionallinearquadraticoptimalcontrolproblems |
| _version_ |
1725977273780142080 |