Stability and Optimal Control for Semi-Markov Jump Parameter Linear Systems

Kenneth J. Hochberg () and Efraim Shmerling
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Kenneth J. Hochberg: Bar-Ilan University, Department of Mathematics and Computer Science
Efraim Shmerling: Bar-Ilan University, Department of Mathematics and Computer Science

A chapter in Recent Advances in Applied Probability, 2005, pp 205-221 from Springer

Abstract: Abstract We consider continuous-time and discrete-time jump parameter linear control systems with semi-Markov coefficients and solution jumps that coincide with jumps of a semi-Markov random process. First, we derive stability conditions for semi-Markov systems of differential equations. We then determine necessary optimality conditions for the solutions of continuous-time and discrete-time control systems.

Keywords: Random polynomials; Jump parameter linear system; semi-Markov process; stability; optimal control (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-23394-9_9

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DOI: 10.1007/0-387-23394-6_9

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