Iterative procedures for the determination of quasi-optimal control for stochastic polynomial hybrid systems

摘要

The problem of the determination of quasi-optimal control for hybrid polynomial systems described by Ito stochastic differential equation is considered. An iterative solution combining the well known LQG method for hybrid systems along with the statistical linearization technique is proposed. This approach is studied and compared with more general, classic methods and their recent modifications, which may be used to solve the given problem. Illustrative examples of scalar system and the Duffing oscillator are presented.