Abstract—Switched systems have numerous applications in control of real systems as mechanical systems, automotive industry, aircraft and air traffic control, switching power converters, and many other fields. Optimal control problems of switching systems require the decision of both the optimal solutions and switching sequences. The stochastic optimal control problem of linear switching systems with quadratic cost function is investigated. The contribution of this paper is to present a necessary and sufficient condition of optimality for considered switching systems.

Index Terms—condition of optimality, quadratic function, optimal control, switching system

Cite: Charkaz A. Aghayeva, "Linear Quadratic Optimal Control Problem of Stochastic Switching Systems," Jounal of Automation and Control Engineering, Vol. 4, No. 6, pp. 435-438, December, 2016. doi: 10.18178/joace.4.6.435-438