Name
Abstract | ||
|---|---|---|
We study the quadratic control of a class of stochastic hybrid systems with linear continuous dynamics for which the lengths of time that the system stays in each mode are independent random variables with given probability distribution functions. We derive a condition for finding the optimal feedback policy that minimizes a discounted infinite horizon cost. We show that the optimal cost is the solution to a set of differential equations with unknown boundary conditions. Furthermore, we provide a recursive algorithm for computing the optimal cost and the optimal feedback policy. The applicability of our result is illustrated through a numerical example, motivated by stochastic gene regulation in biology. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.automatica.2014.10.012 | Automatica |
Keywords | Field | DocType |
Markov renewal processes,Semi-Markov processes,Optimal control,Stochastic hybrid systems,Renewal transitions | Differential equation,Mathematical optimization,Random variable,Optimal control,Control theory,Quadratic equation,Probability distribution,Hybrid system,Mathematics,Markov renewal process,Stochastic control | Journal |
Volume | Issue | ISSN |
50 | 11 | 0005-1098 |
Citations | PageRank | References |
3 | 0.42 | 7 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Farshad R. Pour Safaei | 1 | 3 | 0.42 |
| Kyoungmin Roh | 2 | 3 | 0.42 |
| Stephen R. Proulx | 3 | 4 | 0.81 |
| João Pedro Hespanha | 4 | 140 | 18.62 |