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!
Description
Summary: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.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0020-7179
1366-5820
DOI:10.1080/00207179.2022.2037719