Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays

doi:10.1016/j.automatica.2008.05.010

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	Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
	Zhao, Ping
	2008-12-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	44 期号:12 页码:3120-3125
摘要	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. (C) 2008 Elsevier Ltd. All rights reserved.
关键词	Stochastic nonlinear system Markovian jump parameter Time-delay Practical stability Practical controllability Optimal control
DOI	10.1016/j.automatica.2008.05.010
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000261964800016
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/6998
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Ping
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zhao, Ping. Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays[J]. AUTOMATICA,2008,44(12):3120-3125.
APA	Zhao, Ping.(2008).Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays.AUTOMATICA,44(12),3120-3125.
MLA	Zhao, Ping."Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays".AUTOMATICA 44.12(2008):3120-3125.