The piecewise parametric optimal control of uncertain linear quadratic models

Bo Li and Yuanguo Zhu

International Journal of Systems Science, 2019, vol. 50, issue 5, 961-969

Abstract: The optimal control of linear quadratic model is given in a feedback form and determined by the solution of a Riccati equation. However, the control-related Riccati equation usually cannot be solved analytically such that the form of optimal control will become more complex. In this paper, we consider a piecewise parametric optimal control problem of uncertain linear quadratic model for simplifying the form of optimal control. By introducing a piecewise control parameter, a piecewise parametric optimal control model is established. Then we present a parametric optimisation method for solving the optimal piecewise control parameter. Finally, an uncertain inventory-promotion optimal control problem is discussed and a comparison is made to show the effectiveness of proposed piecewise parametric optimal control model.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00207721.2019.1586003 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:tsysxx:v:50:y:2019:i:5:p:961-969

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/TSYS20

DOI: 10.1080/00207721.2019.1586003

Access Statistics for this article

International Journal of Systems Science is currently edited by Visakan Kadirkamanathan

More articles in International Journal of Systems Science from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().