eprintid: 503
rev_number: 8
eprint_status: archive
userid: 7
dir: disk0/00/00/05/03
datestamp: 2011-07-27 08:44:59
lastmod: 2011-08-04 07:29:07
status_changed: 2011-07-27 08:44:59
type: book_section
metadata_visibility: show
contact_email: alberto.bemporad@imtlucca.it
item_issues_count: 0
creators_name: Bemporad, Alberto
creators_name: Di Cairano, Stefano
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: Optimal control of discrete hybrid stochastic automata
ispublished: pub
subjects: QA
subjects: QA75
divisions: CSA
full_text_status: none
abstract: This paper focuses on hybrid systems whose discrete state transitions depend on both deterministic and stochastic events. For such systems, after introducing a suitable hybrid model called Discrete Hybrid Stochastic Automaton (DHSA), different finite-time optimal control approaches are examined: (1) Stochastic Hybrid Optimal Control (SHOC), that “optimistically” determines the trajectory providing the best trade off between the tracking performance and the probability that stochastic events realize as expected, under specified chance constraints; (2) Robust Hybrid Optimal Control (RHOC) that, in addition, less optimistically, ensures that the system remains within a specified safety region for all possible realizations of stochastic events. Sufficient conditions for the asymptotic convergence of the state vector are given for receding-horizon implementations of the above schemes. The proposed approaches are exemplified on a simple benchmark problem in production system management. 
date: 2005
date_type: published
series: Lecture Notes in Computer Science
publication: Hybrid Systems: Computation and Control
volume: 3414
number: 3414
publisher: Springer-Verlag
pagerange: 151-167
id_number: 10.1007/978-3-540-31954-2_10
refereed: TRUE
isbn: 978-3-540-25108-8
book_title: Hybrid Systems: Computation and Control
editors_name: Morari, Manfred
editors_name: Thiele, Lothar
official_url: http://www.springerlink.com/content/e6xhedg2v3yc0elr/
citation:   Bemporad, Alberto and Di Cairano, Stefano  Optimal control of discrete hybrid stochastic automata.   In:  Hybrid Systems: Computation and Control.   Lecture Notes in Computer Science, 3414  (3414).  Springer-Verlag, pp. 151-167.  ISBN 978-3-540-25108-8      (2005)