Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis

DOI10.1016/S0005-1098(98)00145-9zbMath0939.93041MaRDI QIDQ1295102

José C. Geromel, João B. R. do Val, Oswaldo L. V. Costa

Publication date: 5 December 1999

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

dynamic programming\(H_2\)-controlconvex programmingcontinuous-time Markov chain

Mathematics Subject Classification ID

Convex programming (90C25) Optimal stochastic control (93E20)

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