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Optimal control of fractional-order switching stochastic systems

  • Dalian University of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we consider an optimal control problem for a switching fractional-order stochastic system. First, to ensure the existence and uniqueness of mild solution of a class of stochastic system of fractional order, a set of sufficient conditions is constructed via contraction mapping principle. Moreover, the fractional-order stochastic switching system is embedded into a large family of systems and it is shown that the set trajectories of the fractional-order switching stochastic system is dense in the set of trajectories of the embedded system. Finally, the existence of fractional optimal controls for the switched optimal control problem is investigated if we limit the number of switches.

Original languageEnglish
Title of host publicationProceedings of the 38th Chinese Control Conference, CCC 2019
EditorsMinyue Fu, Jian Sun
PublisherIEEE Computer Society
Pages1923-1928
Number of pages6
ISBN (Electronic)9789881563972
DOIs
StatePublished - Jul 2019
Event38th Chinese Control Conference, CCC 2019 - Guangzhou, China
Duration: 27 Jul 201930 Jul 2019

Publication series

NameChinese Control Conference, CCC
Volume2019-July
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference38th Chinese Control Conference, CCC 2019
Country/TerritoryChina
CityGuangzhou
Period27/07/1930/07/19

Keywords

  • Fractional-order stochastic systems
  • Mild solution
  • Optimal control
  • Switched systems

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