Optimal control for a class of stochastic hybrid systems

@article{Shi2004OptimalCF,
  title={Optimal control for a class of stochastic hybrid systems},
  author={Ling Shi and Alessandro Abate and S. V. S. SriHarsha Sastry},
  journal={2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)},
  year={2004},
  volume={2},
  pages={1842-1847 Vol.2}
}

• Ling Shi, Alessandro Abate, S. V. S. SriHarsha Sastry
• Published 2004 in
  2004 43rd IEEE Conference on Decision and Control…

In this paper, an optimal control problem over a "hybrid Markov chain" (HMC) is studied. An HMC can be thought of as a traditional MC with continuous time dynamics pertaining to each node; from a different perspective, it can be regarded as a class of hybrid system with random discrete switches induced by an embedded MC. As a consequence of this setting, the index to be maximized, which depends on the dynamics, is the expected value of a nondeterministic cost function. After obtaining a closed… CONTINUE READING

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