{"title":"A linear quadratic tracking problem for stochastic systems controlled by impulses. The finite horizon time case","authors":"V. Drăgan, I. Popa, I. Ivanov","doi":"10.37193/cjm.2022.03.17","DOIUrl":null,"url":null,"abstract":"\"We investigate a problem to solve the linear quadratic tracking problem for stochastic systems controlled by impulses. Two optimal control problems are investigated where the different objective functions are minimized. Explicit formulae for optimal controls are developed. The optimal controllers are computed based on the solution of the backward jump matrix Lyapunov type linear differential equations.\"","PeriodicalId":50711,"journal":{"name":"Carpathian Journal of Mathematics","volume":null,"pages":null},"PeriodicalIF":1.4000,"publicationDate":"2022-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Carpathian Journal of Mathematics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.37193/cjm.2022.03.17","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
"We investigate a problem to solve the linear quadratic tracking problem for stochastic systems controlled by impulses. Two optimal control problems are investigated where the different objective functions are minimized. Explicit formulae for optimal controls are developed. The optimal controllers are computed based on the solution of the backward jump matrix Lyapunov type linear differential equations."
期刊介绍：
Carpathian Journal of Mathematics publishes high quality original research papers and survey articles in all areas of pure and applied mathematics. It will also occasionally publish, as special issues, proceedings of international conferences, generally (co)-organized by the Department of Mathematics and Computer Science, North University Center at Baia Mare. There is no fee for the published papers but the journal offers an Open Access Option to interested contributors.
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