Control for Nonlinear Infinite Markov Jump Systems

Yueying Liu and Ting Hou

Mathematical Problems in Engineering, 2018, vol. 2018, 1-9

Abstract:

In this paper, we discuss the infinite horizon control problem for a class of nonlinear stochastic systems with state, control, and disturbance dependent noise. The jumping parameters are modelled as an infinite-state Markov chain. Based on the solvability of a set of coupled Hamilton-Jacobi inequalities (HJIs), the exponential mean square controller for the considered nonlinear stochastic systems is obtained. A numerical example is given to show the effectiveness of the proposed design method.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:2904521

DOI: 10.1155/2018/2904521

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