Quadratic costs and second moments of jump linear systems with general Markov chain

DOI10.1007/s00498-011-0064-9zbMath1248.93173MaRDI QIDQ661038

Juan-Miguel Gracia

Publication date: 6 February 2012

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-011-0064-9

zbMATH Keywords

linear systems; long-run average cost; Markov jump systems; bounds for finite horizon cost

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

93C05: Linear systems in control theory

74H55: Stability of dynamical problems in solid mechanics

93E20: Optimal stochastic control

49N10: Linear-quadratic optimal control problems

74H40: Long-time behavior of solutions for dynamical problems in solid mechanics

74G45: Bounds for solutions of equilibrium problems in solid mechanics