Back to Search
Start Over
Linear Feedback of Mean-Field Stochastic Linear Quadratic Optimal Control Problems on Time Scales
- Source :
- Mathematical Problems in Engineering, Vol 2020 (2020)
- Publication Year :
- 2020
- Publisher :
- Hindawi Limited, 2020.
-
Abstract
- This paper addresses a version of the linear quadratic control problem for mean-field stochastic differential equations with deterministic coefficients on time scales, which includes the discrete time and continuous time as special cases. Two coupled Riccati equations on time scales are given and the optimal control can be expressed as a linear state feedback. Furthermore, we give a numerical example.
- Subjects :
- 0209 industrial biotechnology
Article Subject
General Mathematics
010102 general mathematics
General Engineering
02 engineering and technology
Linear quadratic
Optimal control
Engineering (General). Civil engineering (General)
01 natural sciences
Linear quadratic optimal control
Stochastic differential equation
020901 industrial engineering & automation
Discrete time and continuous time
Mean field theory
ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION
QA1-939
Applied mathematics
0101 mathematics
TA1-2040
Linear state feedback
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 15635147
- Volume :
- 2020
- Database :
- OpenAIRE
- Journal :
- Mathematical Problems in Engineering
- Accession number :
- edsair.doi.dedup.....a1f0ca9d3c8663a3e13a9c422afe4834