Optimal control of a class of positive Markovian bilinear systems

Title: Optimal control of a class of positive Markovian bilinear systems
Creator: Colaneri, Patrizio; Middleton, Richard H.; Blanchini, Franco
Relation: ARC.DP130103039
Relation: Nonlinear Analysis: Hybrid Systems Vol. 21, Issue August 2016, p. 155-170
Publisher Link: http://dx.doi.org/10.1016/j.nahs.2016.01.001
Publisher: Elsevier
Resource Type: journal article
Date: 2016
Description: In this paper a class of input-parametrized bilinear positive Markovian systems is considered. The class considered has switching control of the diagonal entries of the dynamical matrix, together with Markov jump dynamics. This class is relevant to a variety of dynamical models arising in system biology and compartmental systems. It is proven that the component of the expected value of the state vector is a convex functional of the input variables. If a linear cost of the final state is considered this implies that any Pontryagin solution of the associated optimal control problem is optimal and can be numerically computed by using standard gradient-type algorithms. Moreover, suboptimal strategies, both in open loop and closed loop are provided, mainly based on linear programming tools. An example is provided to illustrate the theory.
Subject: positive switched systems; positive Markov jump linear systems; pptimal control
Identifier: http://hdl.handle.net/1959.13/1324177
Identifier: uon:24973
Identifier: ISSN:1751-570X
Language: eng
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