Optimal Control of Switching Times in Switched Stochastic Systems

DOI10.1002/asjc.961zbMath1333.93260OpenAlexW2169770463MaRDI QIDQ2793979

Xiao-Mei Liu, Kanjian Zhang, Haikun Wei, Sheng-Tao Li, Shu-Min Fei

Publication date: 17 March 2016

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.961

zbMATH Keywords

optimal controlswitched systemsstochastic systemscalculus of variation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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