MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS

MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS

In this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these solutions and graphi...

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Main Author: Viorica Mariela Ungureanu
Format: Article
Language:English
Published: Editura Academica Brâncuşi 2018-11-01
Series:Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
Subjects:
discrete-time Riccati equation of control
optimal control
stochastic equations
Online Access:http://www.utgjiu.ro/rev_ing/pdf/2018-4/24_V.%20Ungureanu%20-SOLUTIONS%20FOR%20DISCRETE-TIME%20RICCATI%20EQUATIONS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20AND%20APPLICATIONS.pdf
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spelling doaj-ea9117c2bb9a4520bb64def251b5f81e2020-11-25T02:18:55ZengEditura Academica BrâncuşiAnalele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie1842-48562537-530X2018-11-0120184145150MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONSViorica Mariela Ungureanu0“Constantin Brâncuși” University from Târgu Jiu, ROMANIAIn this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these solutions and graphic representations of the lower bounds of the quadratic cost functional to be minimized.http://www.utgjiu.ro/rev_ing/pdf/2018-4/24_V.%20Ungureanu%20-SOLUTIONS%20FOR%20DISCRETE-TIME%20RICCATI%20EQUATIONS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20AND%20APPLICATIONS.pdfdiscrete-time Riccati equation of controloptimal controlstochastic equations
collection DOAJ
language English
format Article
sources DOAJ
author Viorica Mariela Ungureanu
spellingShingle Viorica Mariela Ungureanu
MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
discrete-time Riccati equation of control
optimal control
stochastic equations
author_facet Viorica Mariela Ungureanu
author_sort Viorica Mariela Ungureanu
title MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
title_short MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
title_full MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
title_fullStr MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
title_full_unstemmed MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
title_sort matlab solutions for discrete-time riccati equations of stochastic fractional linear quadratic optimal control and applications
publisher Editura Academica Brâncuşi
series Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
issn 1842-4856
2537-530X
publishDate 2018-11-01
description In this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these solutions and graphic representations of the lower bounds of the quadratic cost functional to be minimized.
topic discrete-time Riccati equation of control
optimal control
stochastic equations
url http://www.utgjiu.ro/rev_ing/pdf/2018-4/24_V.%20Ungureanu%20-SOLUTIONS%20FOR%20DISCRETE-TIME%20RICCATI%20EQUATIONS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20AND%20APPLICATIONS.pdf
work_keys_str_mv AT vioricamarielaungureanu matlabsolutionsfordiscretetimericcatiequationsofstochasticfractionallinearquadraticoptimalcontrolandapplications
_version_ 1724879841312899072

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