Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays |
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Authors: | Ping |
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Affiliation: | aKey Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China |
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Abstract: | The notions of the practical stability in probability and in the pth mean, and the practical controllability in probability and in the pth mean, are introduced for some stochastic systems with Markovian jump parameters and time-varying delays. Sufficient conditions on such practical properties are obtained by using the comparison principle and the Lyapunov function methods. Besides, for a class of stochastic nonlinear systems with Markovian jump parameters and time-varying delays, existence conditions of optimal control are discussed. Particularly, for linear systems, optimal control and the corresponding index value are presented for a class of quadratic performance indices with jumping weighted parameters. |
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Keywords: | Stochastic nonlinear system Markovian jump parameter Time-delay Practical stability Practical controllability Optimal control |
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