Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems

DOI10.1016/0005-1098(95)00011-KzbMath0837.93076OpenAlexW2038017241MaRDI QIDQ1899578

Zoran Gajic, I. Borno

Publication date: 14 May 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00011-k

zbMATH Keywords

Markov processesparallel algorithmscoupled Riccati equationslinear jump systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (9)

Parallel computation of the solutions of coupled algebraic Lyapunov equations ⋮ Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems ⋮ Robust \(\mathcal H_{\infty}\) fuzzy filter design for uncertain nonlinear singularly perturbed systems with Markovian jumps: an LMI approach ⋮ A Newton iterative method for coupled Lyapunov matrix equations ⋮ Image control for discrete-time singularly perturbed systems with two Markov processes ⋮ Delay-dependent stabilization of singularly perturbed jump linear systems ⋮ Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation ⋮ Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients ⋮ Reinforcement learning-based composite suboptimal control for Markov jump singularly perturbed systems with unknown dynamics

Cites Work

• Parallel algorithms for optimal control of large scale linear systems
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Robust jump linear quadratic control: A mode stabilizing solution
• Unnamed Item

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