This brief broadens readers’ understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real-time application for controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.
Author(s): Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val (auth.)
Series: SpringerBriefs in Electrical and Computer Engineering
Edition: 1
Publisher: Springer International Publishing
Year: 2016
Language: English
Pages: V, 48
Tags: Control; Systems Theory, Control; Probability Theory and Stochastic Processes; Operator Theory
Front Matter....Pages i-v
Preliminaries....Pages 1-5
Finite-Time Control Problem....Pages 7-33
Approximation of the Optimal Long-Run Average-Cost Control Problem....Pages 35-46
Back Matter....Pages 47-48
