Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model

In this paper, optimal control models ruled by discrete and continuous stochastic descriptor systems are investigated in order. These descriptor systems are assumed to be regular and impulse-free. For settling discrete optimal control problems, a recurrence equation is proposed with the help of dyna...

Full description

Saved in:
Bibliographic Details
Published in:International journal of control Vol. 96; no. 5; pp. 1227 - 1244
Main Authors: Shu, Yadong, Li, Bo
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 04.05.2023
Taylor & Francis Ltd
Subjects:
Dynamic programming
dynamic programming method
equation of optimality
Mathematical models
Optimal control
Optimization
recurrence equation
stochastic descriptor systems
ISSN:0020-7179, 1366-5820
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Abstract In this paper, optimal control models ruled by discrete and continuous stochastic descriptor systems are investigated in order. These descriptor systems are assumed to be regular and impulse-free. For settling discrete optimal control problems, a recurrence equation is proposed with the help of dynamic programming method. Then, optimal control problems for two types of discrete stochastic descriptor systems are considered and optimal solutions are presented by analytical expressions. To simplify continuous optimal control problems, an equation of optimality is derived according to the principle of optimality, and it reveals the essential connection between optimal value and optimal control. Two numerical examples and a factory management model are provided to illustrate the validness of above results.
AbstractList In this paper, optimal control models ruled by discrete and continuous stochastic descriptor systems are investigated in order. These descriptor systems are assumed to be regular and impulse-free. For settling discrete optimal control problems, a recurrence equation is proposed with the help of dynamic programming method. Then, optimal control problems for two types of discrete stochastic descriptor systems are considered and optimal solutions are presented by analytical expressions. To simplify continuous optimal control problems, an equation of optimality is derived according to the principle of optimality, and it reveals the essential connection between optimal value and optimal control. Two numerical examples and a factory management model are provided to illustrate the validness of above results.
Author Li, Bo
Shu, Yadong
Author_xml – sequence: 1
  givenname: Yadong
  orcidid: 0000-0001-5887-2264
  surname: Shu
  fullname: Shu, Yadong
  email: 972718523@qq.com, 003012@nuist.edu.cn
  organization: Nanjing University of Information Science and Technology
– sequence: 2
  givenname: Bo
  surname: Li
  fullname: Li, Bo
  organization: Nanjing University of Finance and Economics
BookMark eNqFkE1LxDAURYMoOKP-BCHgumM-2qTFjSJ-wcBsdB0eaaKRNqlJBp1_b8bRjQvdJJCcex_vzNG-D94gdErJgpKWnBPCiKSyWzDCWDm4lLTbQzPKhaialpF9NNsy1RY6RPOUXgmhvGnpDH2spuxGGLAOPscwYBsi7l3S0WSDwfdfH86vwzrhlIN-gZSdxr0piJtyodMmZTMm_O7yC4ZpGpyG7ILHOWDAFnSBNngED89mND7jMfRmOEYHFoZkTr7vI_R0e_N4fV8tV3cP11fLSnPe5soKaOpe1qQTQDURjaWso7W2ne36hnIpgBlpGNWybpjtwTbUlkfR1qJuO8OP0Nmud4rhbW1SVq9hHX0ZqVhLeBEoiCzUxY7SMaQUjVXa5a8tcgQ3KErUVrX6Ua22qtW36pJufqWnWKTGzb-5y13O-aJ9hPcQh15l2Awh2gheu6T43xWf8JeZVg
CitedBy_id crossref_primary_10_1016_j_chaos_2023_113604
Cites_doi 10.2143/AST.30.1.504625
10.1007/BF01598412
10.1016/j.jfranklin.2017.12.018
10.1016/j.automatica.2010.03.005
10.1166/jctn.2013.3087
10.1007/s11590-013-0687-5
10.1080/00207179.2014.971436
10.1002/asjc.1855
10.1016/j.automatica.2021.109506
10.1016/j.automatica.2013.04.001
10.1109/TAC.2002.804463
10.1016/j.jfranklin.2016.11.021
10.3934/jimo.2016016
10.1016/j.neucom.2015.09.006
10.2307/1912686
10.1109/TIE.2019.2916390
10.1002/asjc.2343
10.21914/anziamj.v55i0.7806
10.1109/CDC.2017.8264122
10.1002/oca.2237
10.1093/imamci/dnaa029
10.1007/s10883-008-9052-x
10.1007/BFb0002475
10.1080/00207179.2014.996769
10.1016/j.jfranklin.2013.11.008
10.1023/A:1016027113579
10.1016/j.amc.2006.06.020
10.1023/A:1021733425632
10.1109/TAC.1987.1104694
10.1080/00207721.2018.1454534
ContentType Journal Article
Copyright 2022 Informa UK Limited, trading as Taylor & Francis Group 2022
2022 Informa UK Limited, trading as Taylor & Francis Group
Copyright_xml – notice: 2022 Informa UK Limited, trading as Taylor & Francis Group 2022
– notice: 2022 Informa UK Limited, trading as Taylor & Francis Group
DBID AAYXX
CITATION
7SC
7SP
7TB
8FD
FR3
JQ2
L7M
L~C
L~D
DOI 10.1080/00207179.2022.2037719
DatabaseName CrossRef
Computer and Information Systems Abstracts
Electronics & Communications Abstracts
Mechanical & Transportation Engineering Abstracts
Technology Research Database
Engineering Research Database
ProQuest Computer Science Collection
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts – Academic
Computer and Information Systems Abstracts Professional
DatabaseTitle CrossRef
Technology Research Database
Computer and Information Systems Abstracts – Academic
Mechanical & Transportation Engineering Abstracts
Electronics & Communications Abstracts
ProQuest Computer Science Collection
Computer and Information Systems Abstracts
Engineering Research Database
Advanced Technologies Database with Aerospace
Computer and Information Systems Abstracts Professional
DatabaseTitleList
Technology Research Database
DeliveryMethod fulltext_linktorsrc
Discipline Engineering
EISSN 1366-5820
EndPage 1244
ExternalDocumentID 10_1080_00207179_2022_2037719
2037719
Genre Research Article
GroupedDBID -~X
.7F
.QJ
0BK
0R~
29J
2DF
30N
4.4
5GY
5VS
AAENE
AAGDL
AAHIA
AAJMT
AALDU
AAMIU
AAPUL
AAQRR
ABCCY
ABFIM
ABHAV
ABJNI
ABLIJ
ABPAQ
ABPEM
ABTAI
ABXUL
ABXYU
ACBEA
ACGEJ
ACGFO
ACGFS
ACIWK
ACTIO
ADCVX
ADGTB
ADXPE
AEISY
AENEX
AEOZL
AEPSL
AEYOC
AFKVX
AFRVT
AGDLA
AGMYJ
AHDZW
AIJEM
AIYEW
AJWEG
AKBVH
AKOOK
ALMA_UNASSIGNED_HOLDINGS
ALQZU
AMVHM
AQRUH
AQTUD
AVBZW
AWYRJ
BLEHA
CCCUG
CE4
CS3
DGEBU
DKSSO
DU5
EBS
E~A
E~B
F5P
GTTXZ
H13
HF~
HZ~
H~P
IPNFZ
J.P
KYCEM
LJTGL
M4Z
NA5
NX~
O9-
P2P
RIG
RNANH
ROSJB
RTWRZ
S-T
SNACF
TASJS
TBQAZ
TDBHL
TEN
TFL
TFT
TFW
TN5
TNC
TTHFI
TUROJ
TWF
UT5
UU3
ZGOLN
~S~
AAYXX
CITATION
7SC
7SP
7TB
8FD
FR3
JQ2
L7M
L~C
L~D
ID FETCH-LOGICAL-c338t-f6a54d74096a1c065f12914cf9f9d51376a2e7e21c7452fdaf51f76a6846489e3
IEDL.DBID TFW
ISICitedReferencesCount 2
ISICitedReferencesURI http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000755433200001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
ISSN 0020-7179
IngestDate Sun Nov 09 08:34:30 EST 2025
Sat Nov 29 05:46:17 EST 2025
Tue Nov 18 21:44:53 EST 2025
Mon Oct 20 23:46:33 EDT 2025
IsPeerReviewed true
IsScholarly true
Issue 5
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-c338t-f6a54d74096a1c065f12914cf9f9d51376a2e7e21c7452fdaf51f76a6846489e3
Notes ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ORCID 0000-0001-5887-2264
PQID 2803108607
PQPubID 176145
PageCount 18
ParticipantIDs crossref_citationtrail_10_1080_00207179_2022_2037719
crossref_primary_10_1080_00207179_2022_2037719
proquest_journals_2803108607
informaworld_taylorfrancis_310_1080_00207179_2022_2037719
PublicationCentury 2000
PublicationDate 2023-05-04
PublicationDateYYYYMMDD 2023-05-04
PublicationDate_xml – month: 05
  year: 2023
  text: 2023-05-04
  day: 04
PublicationDecade 2020
PublicationPlace Abingdon
PublicationPlace_xml – name: Abingdon
PublicationTitle International journal of control
PublicationYear 2023
Publisher Taylor & Francis
Taylor & Francis Ltd
Publisher_xml – name: Taylor & Francis
– name: Taylor & Francis Ltd
References CIT0030
CIT0010
CIT0032
CIT0031
CIT0012
CIT0011
Lewis F. L. (CIT0014) 1989; 8
CIT0013
Bellman R. (CIT0003) 1957
CIT0016
CIT0015
CIT0018
CIT0017
CIT0019
CIT0021
CIT0020
CIT0001
CIT0023
CIT0022
Yang D. (CIT0028) 2004
CIT0025
CIT0002
CIT0024
CIT0005
CIT0027
CIT0004
CIT0026
Chávez-Fuentes J. (CIT0007) 2021; 127
CIT0029
CIT0006
CIT0009
CIT0008
References_xml – ident: CIT0005
  doi: 10.2143/AST.30.1.504625
– volume: 8
  start-page: 3
  issue: 3
  year: 1989
  ident: CIT0014
  publication-title: Circuits Systems and Signal Processing
  doi: 10.1007/BF01598412
– ident: CIT0029
  doi: 10.1016/j.jfranklin.2017.12.018
– ident: CIT0008
  doi: 10.1016/j.automatica.2010.03.005
– ident: CIT0026
  doi: 10.1166/jctn.2013.3087
– ident: CIT0030
  doi: 10.1007/s11590-013-0687-5
– ident: CIT0001
  doi: 10.1080/00207179.2014.971436
– ident: CIT0017
  doi: 10.1002/asjc.1855
– volume: 127
  issue: 8
  year: 2021
  ident: CIT0007
  publication-title: Automatica
  doi: 10.1016/j.automatica.2021.109506
– ident: CIT0011
  doi: 10.1016/j.automatica.2013.04.001
– ident: CIT0012
  doi: 10.1109/TAC.2002.804463
– ident: CIT0031
  doi: 10.1016/j.jfranklin.2016.11.021
– ident: CIT0027
  doi: 10.3934/jimo.2016016
– ident: CIT0015
  doi: 10.1016/j.neucom.2015.09.006
– ident: CIT0018
  doi: 10.2307/1912686
– ident: CIT0021
  doi: 10.1109/TIE.2019.2916390
– ident: CIT0023
  doi: 10.1002/asjc.2343
– ident: CIT0020
  doi: 10.21914/anziamj.v55i0.7806
– ident: CIT0022
  doi: 10.1109/CDC.2017.8264122
– ident: CIT0025
  doi: 10.1002/oca.2237
– volume-title: Dynamic programming
  year: 1957
  ident: CIT0003
– ident: CIT0019
  doi: 10.1093/imamci/dnaa029
– ident: CIT0032
  doi: 10.1007/s10883-008-9052-x
– ident: CIT0009
  doi: 10.1007/BFb0002475
– ident: CIT0016
  doi: 10.1080/00207179.2014.996769
– ident: CIT0006
  doi: 10.1016/j.jfranklin.2013.11.008
– ident: CIT0013
  doi: 10.1023/A:1016027113579
– volume-title: The descriptor systems
  year: 2004
  ident: CIT0028
– ident: CIT0002
  doi: 10.1016/j.amc.2006.06.020
– ident: CIT0010
  doi: 10.1023/A:1021733425632
– ident: CIT0004
  doi: 10.1109/TAC.1987.1104694
– ident: CIT0024
  doi: 10.1080/00207721.2018.1454534
SSID ssj0013581
Score 2.393343
Snippet In this paper, optimal control models ruled by discrete and continuous stochastic descriptor systems are investigated in order. These descriptor systems are...
SourceID proquest
crossref
informaworld
SourceType Aggregation Database
Enrichment Source
Index Database
Publisher
StartPage 1227
SubjectTerms Dynamic programming
dynamic programming method
equation of optimality
Mathematical models
Optimal control
Optimization
recurrence equation
stochastic descriptor systems
Title Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model
URI https://www.tandfonline.com/doi/abs/10.1080/00207179.2022.2037719
https://www.proquest.com/docview/2803108607
Volume 96
WOSCitedRecordID wos000755433200001&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
journalDatabaseRights – providerCode: PRVAWR
  databaseName: Taylor and Francis Online Journals
  customDbUrl:
  eissn: 1366-5820
  dateEnd: 99991231
  omitProxy: false
  ssIdentifier: ssj0013581
  issn: 0020-7179
  databaseCode: TFW
  dateStart: 19650101
  isFulltext: true
  titleUrlDefault: https://www.tandfonline.com
  providerName: Taylor & Francis
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV07T8MwELZQxQADb0ShIA-sQU3iOPGIEBUDKgwFukWOH6ISbVGTIvj33NlJaYUQA6yxz7H8ON_Zd99HyLnWkSyY4EHaVSJgpugGBWfgrIS6sLEsDHdgOo-3ab-fDYfivo4mLOuwSvShrQeKcLoaN7csyiYiDjO40QvBNJMIc6niNHXAn3D049Yc9J6-3hGSzHPmgZOEIk0Oz0-trJxOK9il33S1O4B62__Q9R2yVVuf9NIvl12yZiZ7ZHMJk3CfvN-BEhlDpTqInULnKObuzsC8pvBjVzCazKfzkoLlqJ4lQj1TbbwCgtoeHbqkeMdLl17IaTWlknqGnw86XgTeUEfHc0AeeteDq5ugpmcIFPi1VWC5TJhOwUHkMlRgyliwHUKmrLBCJyFoLhmZ1EShSlkSWS1tElr4yMHkYZkw8SFpTaYTc0SoBjvTcgstSgX-OmLiZZHhvJCcCx0mbcKaaclVjV2OFBovebiAOPUDm-PA5vXAtsnFQuzVg3f8JiCW5zyv3K2J9RQnefyLbKdZIHmtB8ocub-Qy6qbHv-h6ROygSz3Ls6SdUirms3NKVlXb9WonJ25Ff8JZLD9Cg
linkProvider Taylor & Francis
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV1LT8MwDI7QQAIOvBGDATlwLVq7NF2PCDENMcZlwG5RmoeYxDq0dQj-PXbTjk0I7QDXNk6jJHVsx_4-Qi60DmTCYu5FdRV7zCR1L-EMnBVfJ7YhE8NzMJ2nTtTtNvv9eL4WBtMq0Ye2Digi19X4c2MwukyJwxJudEOwziTAYqpGFCHy52oIZy3i5_daz983CWHTseaBm4QyZRXPb90snE8L6KU_tHV-BLW2_2PwO2SrMEDpldsxu2TFpHtkcw6WcJ98PIAeGUKjIo-dwugolu-OwcKm8OX8xSCdjqYTCsajepGI9ky1cToIWjuA6AnFMC-duySn2YhK6kh-PulwlntDc0aeA_LYuuldt72CocFT4NpmnuUyZDoCH5FLX4E1Y8F88JmysY116IPykoGJTOCriIWB1dKGvoWHHKwe1oxN45BU0lFqjgjVYGpabqFHqcBlR1i8ZmA4TyTnsfbDKmHlughVwJcji8ar8Gcop25iBU6sKCa2Si5nYm8Ov2OZQDy_6CLLAyfWsZyIxhLZWrlDRKEKJgLpv5DOqh4d_6Hrc7Le7t13ROe2e3dCNpD0Pk-7ZDVSycZTc0rW1Hs2mIzP8u3_BW3IAUM
linkToPdf http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV1LT8MwDI7QQAgOvBGDATlwLVq7NF2PCJhATGOHAbtFaR5iEnto7RD8e-ymG5sQ2gGubZxGievYif19hFxoHciExdyLqir2mEmqXsIZBCu-TmxNJobnYDrPzajVqne7cbvIJkyLtEqMoa0DishtNf7cI22nGXFYwY1RCJaZBFhLVYsiBP5cBdeZo5J3Gi_fFwlh3ZHmQZSEMtMint-6WdieFsBLfxjrfAdqbP_D2HfIVuF-0iunL7tkxQz2yOYcKOE--XgEK9KHRkUWO4XBUSzeHYN_TeHD-YveYDKcpBRcR_UqEeuZauMsELR28NApxUNeOndFTrMhldRR_HzS_izzhuZ8PAfkqXHbub7zCn4GT0Fgm3mWy5DpCCJELn0FvowF58FnysY21qEPpksGJjKBryIWBlZLG_oWHnLweVg9NrVDUhoMB-aIUA2OpuUWepQKAnYExasHhvNEch5rPywTNl0WoQrwcuTQeBP-DOPUTazAiRXFxJbJ5Uxs5NA7lgnE82susvzYxDqOE1FbIluZKogoDEEqkPwLyayq0fEfuj4n6-2bhmjetx5OyAYy3uc5l6xCStl4Yk7JmnrPeun4LFf-L2BX_-Y
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Optimal+control+for+discrete+and+continuous+stochastic+descriptor+systems+with+application+to+a+factory+management+model&rft.jtitle=International+journal+of+control&rft.au=Shu%2C+Yadong&rft.au=Li%2C+Bo&rft.date=2023-05-04&rft.pub=Taylor+%26+Francis&rft.issn=0020-7179&rft.eissn=1366-5820&rft.volume=96&rft.issue=5&rft.spage=1227&rft.epage=1244&rft_id=info:doi/10.1080%2F00207179.2022.2037719&rft.externalDocID=2037719
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0020-7179&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0020-7179&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0020-7179&client=summon