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This note focuses on the finite horizon control for stochastic nonlinear jump systems with partially unknown transition probabilities. We derive the nonlinear stochastic bounded real lemma and the nonlinear optimal… Click to show full abstract
This note focuses on the finite horizon control for stochastic nonlinear jump systems with partially unknown transition probabilities. We derive the nonlinear stochastic bounded real lemma and the nonlinear optimal regular result for the considered system at first. A sufficient condition and a necessary condition for the solution of control are, respectively, offered by four cross-coupled Hamilton–Jacobi equations (HJEs). Besides, numerical examples show the effectiveness of the obtained results.
Keywords:
unknown transition;
transition probabilities;
control;
systems partially;
partially unknown;
jump systems
Journal Title: Mathematical Problems in Engineering
Year Published: 2020
Link to full text (if available)
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Journal Title: Mathematical Problems in Engineering
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!