STOCHASTIC OOPTIMAL CONTROL OF CONSTRAINED JUMP LINEAR SYSTEMS: EXPLICIT SOLUTION VIA DYNAMIC PROGRAMMING AND MULTIPARAMETRIC OPTIMIZATION

Ref.No: 65163100
Start date: 05.11.2007
End date: 04.01.2010
Approval date: 30.10.2007
Department: CHEMICAL ENGINEERING
Sector: PROCESS ANALYSIS AND PLANT DESIGN
Financier: ΒΑΣΙΚΗ ΕΡΕΥΝΑ, EIDIKOS LOG/MOS EMP
Budget: 15.000,00 €
Scientific Responsible: GEORGIOS MPAFAS
Email: gbafas@chemeng.ntua.gr
Description: THE RESEARCH PROJECT WILL STUDY THE STOCHASTIC OPTIMAL CONTROL PROBLEM OF DISCRETE TIME MARKOV JUMP LINEAR SYSTEMS WITH CONSTRAINTS AND WILL DEVELOP THEORY FOR THE SOLUTION OF THE PROBLEM. THE MAIN TARGET IS THE DERIVATION OF THE EXPLICIT FORM OF THE...
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