Optimal control for stochastic linear quadratic singular Takagi-Sugeno fuzzy delay system using genetic programming

In this paper, optimal control for stochastic linear singular Takagi–Sugeno (T–S) fuzzy delay system with quadratic performance is obtained using genetic programming (GP). To obtain the optimal control, the solution of matrix Riccati differential equation (MRDE) is computed by solving differential algebraic equation (DAE) using a novel and nontraditional GP approach. The GP solution is equivalent or very close to the exact solution of the problem. Accuracy of the GP solution to the problem is qualitatively better. The solution of this novel method is compared with the traditional Runge Kutta (RK) method. An illustrative numerical example is presented for the proposed method. © 2012 Elsevier B.V. All rights reserved. ifferential algebraic equation enetic programming atrix Riccati differential equation ptimal control unge Kutta method tochastic linear singular Takagi–Sugeno uzzy delay system