Robust Control for Nonlinear Markov Jump Systems with Partially Unknown Transition Probabilities

Lifan Kang, Yue Wang and Ting Hou

Mathematical Problems in Engineering, 2020, vol. 2020, 1-12

Abstract:

This note focuses on the finite horizon control for stochastic nonlinear jump systems with partially unknown transition probabilities. We derive the nonlinear stochastic bounded real lemma and the nonlinear optimal regular result for the considered system at first. A sufficient condition and a necessary condition for the solution of control are, respectively, offered by four cross-coupled Hamilton–Jacobi equations (HJEs). Besides, numerical examples show the effectiveness of the obtained results.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:1940676

DOI: 10.1155/2020/1940676

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