Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation |
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| Authors: | G Yin Xian-ping Guo Yousef Talafha Nicholas A Baran |
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| Institution: | 1.Department of Mathematics,Wayne State University,Wayne,USA;2.School of Mathematics and Computational Science,Zhongshan University,Zhongshan,China;3.Department of Mathematics and Computer Science,Tafila Technical University,Amman,Jordan;4.Department of Mathematics,Wayne State University,Detroit,USA |
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| Abstract: | This work develops near-optimal controls for systems given by differential equations with wideband noise and random switching. The random switching is modeled by a continuous-time, time-inhomogeneous Markov chain. Under broad conditions, it is shown that there is an associated limit problem, which is a switching jump diffusion. Using near-optimal controls of the limit system, we then build controls for the original systems. It is shown that such constructed controls are nearly optimal. |
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