Suboptimal regulators for discrete-time jump linear systems with time-multiplied performance index

DOI10.1023/A:1019672829007zbMath1052.93059MaRDI QIDQ1810923

Zikuan Liu, El-Kébir Boukas

Publication date: 9 June 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Markov chain; stochastic stability; stochastic linear systems; suboptimal regulation; time-multiplied performance index

Mathematics Subject Classification ID

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

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Cites Work

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• Jump linear quadratic regulator with controlled jump rates
• Design of regulators using time-multiplied quadratic performance indices