Optimal control of nonlinear Markov jump systems by control parametrisation technique
This paper considers an optimal control problem of nonlinear Markov jump systems with continuous state inequality constraints. Due to the presence of continuous-time Markov chain, no existing computation method is available to solve such an optimal control problem. In this paper, a derandomisation t...
| Main Authors: | , , , , , |
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| Format: | Journal Article |
| Language: | English |
| Published: |
WILEY
2022
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/89485 |