Optimal Feedback Control for Stochastic Impulsive Linear Systems Subject to Poisson Processes
This chapter considers a class of optimal feedback control problems, where its dynamical system is described by stochastic linear systems subject to Poisson processes and with state jumps. We show that this stochastic impulsive optimal parameter selection problem is equivalent to a deterministic imp...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Book Chapter |
| Published: |
Springer
2010
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/45699 |