Optimal Feedback Control for Stochastic Impulsive Linear Systems Subject to Poisson Processes

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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...

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Bibliographic Details
Main Authors:	Feng, Zhiguo, Teo, Kok Lay
Other Authors:	Altannar Chinchuluun
Format:	Book Chapter
Published:	Springer 2010
Subjects:	stochastic impulsive optimal parameter selection problem - Poisson process - time scaling transformation
Online Access:	http://hdl.handle.net/20.500.11937/45699

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