| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 752005 | Systems & Control Letters | 2015 | 7 Pages |
Abstract
We give the solution to the minimum-energy control problem for linear stochastic systems. The problem is as follows: given an exactly controllable system, find the control process with the minimum expected energy that transfers the system from a given initial state to a desired final state. The solution is found in terms of a certain forward–backward stochastic differential equation of Hamiltonian type.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Bujar Gashi,