Open Access
May 2014 Optimal controllability of manpower system with linear quadratic performance index
Akaninyene Udo Udom
Braz. J. Probab. Stat. 28(2): 151-166 (May 2014). DOI: 10.1214/12-BJPS195

Abstract

In classical manpower systems analysis, control of the system usually results in a set of admissible controls. This forms the basis for the use of the concepts of optimal control to distinguish this set of admissible controls for optimality. In this paper, the concepts of classical deterministic optimal control are extended to examine the optimal controllability of manpower system modeled by stochastic differential equations in terms of the differential flow matrices for both time varying and time invariant manpower systems. Necessary and sufficient conditions for controllability are given. The Hamilton–Jacobi–Bellman (HJB) equation is used to obtain an algebraic Riccati equation for an optimal tracking linear quadratic problem in a finite time horizon. A 2-norm optimality criterion which is equivalent to a minimum effort criterion is used to obtain a 2-norm optimal control for the system. An optimal time control is also obtained.

Citation

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Akaninyene Udo Udom. "Optimal controllability of manpower system with linear quadratic performance index." Braz. J. Probab. Stat. 28 (2) 151 - 166, May 2014. https://doi.org/10.1214/12-BJPS195

Information

Published: May 2014
First available in Project Euclid: 4 April 2014

zbMATH: 1309.93149
MathSciNet: MR3189491
Digital Object Identifier: 10.1214/12-BJPS195

Keywords: Controllability , manpower system , Stochastic differential equation

Rights: Copyright © 2014 Brazilian Statistical Association

Vol.28 • No. 2 • May 2014
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