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...

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Bibliographic Details
Main Authors: Jin, L., Yin, YanYan, Loxton, Ryan, Lin, Qun, Liu, F., Teo, Kok Lay
Format: Journal Article
Language:English
Published: WILEY 2022
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/89485