The Optimization of Solutions of the Dynamic Systems with Random Structure

The paper deals with the class of jump control systems with semi-Markov coefficients. The control system is described as the system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the op...

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Main Authors: Miroslava Růžičková, Irada Dzhalladova
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2011/486714
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author Miroslava Růžičková
Irada Dzhalladova
author_facet Miroslava Růžičková
Irada Dzhalladova
author_sort Miroslava Růžičková
collection DOAJ
description The paper deals with the class of jump control systems with semi-Markov coefficients. The control system is described as the system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the optimal control to minimize the functional are derived using Lyapunov functions. Necessary conditions of optimization which enables the synthesis of the optimal control are established as well.
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institution OA Journals
issn 1085-3375
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publishDate 2011-01-01
publisher Wiley
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spelling doaj-art-8b0c09bf040d4fcaa44fd09cacb94e9b2025-08-20T02:09:28ZengWileyAbstract and Applied Analysis1085-33751687-04092011-01-01201110.1155/2011/486714486714The Optimization of Solutions of the Dynamic Systems with Random StructureMiroslava Růžičková0Irada Dzhalladova1University of Žilina, Žilina, SlovakiaVadim Getman Kyjew National Economic University, Kyjew, UkraineThe paper deals with the class of jump control systems with semi-Markov coefficients. The control system is described as the system of linear differential equations. Every jump of the random process implies the random transformation of solutions of the considered system. Relations determining the optimal control to minimize the functional are derived using Lyapunov functions. Necessary conditions of optimization which enables the synthesis of the optimal control are established as well.http://dx.doi.org/10.1155/2011/486714
spellingShingle Miroslava Růžičková
Irada Dzhalladova
The Optimization of Solutions of the Dynamic Systems with Random Structure
Abstract and Applied Analysis
title The Optimization of Solutions of the Dynamic Systems with Random Structure
title_full The Optimization of Solutions of the Dynamic Systems with Random Structure
title_fullStr The Optimization of Solutions of the Dynamic Systems with Random Structure
title_full_unstemmed The Optimization of Solutions of the Dynamic Systems with Random Structure
title_short The Optimization of Solutions of the Dynamic Systems with Random Structure
title_sort optimization of solutions of the dynamic systems with random structure
url http://dx.doi.org/10.1155/2011/486714
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