Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
697290 | Automatica | 2010 | 5 Pages |
Abstract
To address a computationally intractable optimal control problem for a class of stochastic hybrid systems, this paper proposes a near optimal state feedback control scheme, which is constructed by using a statistical prediction method based on approximate numerical solution that samples over the entire state space. A numerical example illustrates the potential of the approach.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Chunyue Song, Ping Li,