Optimal control of continuous-time linear systems with a time-varying, random delay

✍ Scribed by I.V. Kolmanovsky; T.L. Maizenberg

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 111 KB
• Volume: 44
• Category: Article
• ISSN: 0167-6911
• DOI: 10.1016/s0167-6911(01)00132-3

✦ Synopsis

We study a ÿnite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The systems of this type may arise in embedded control applications and in certain applications in economics. The delay value is treated as an unknown variable but with known statistical properties, modelled by a Markov process with a ÿnite number of states. The "probabilistic delay averaging" approach is employed to determine the optimal control in the form which is independent of the delay value.