Abstract
This paper considers a finite-horizon linear quadratic (LQ) optimal control problem for a class of stochastic discrete-time, linear systems of fractional order which are generated by the operator involved in the definition of the fractional-order derivative of Grunwald-Letnikov type. This subject is new for discrete-time, linear, fractional-order systems (DTLFSs) with infinite Markovian jumps. We use an equivalent linear expanded-state model of the DTLFS with jumps and an equivalent quadratic cost functional to reduce the original optimal control problem to a similar one for discrete-time, linear, integer-order systems with Markovian jumps. The obtained optimal control problem is then solved by applying a dynamic programming technique.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
