Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces

DOI10.1080/02331934.2012.730049zbMath1297.93177OpenAlexW2036332584MaRDI QIDQ2926484

Viorica Mariela Ungureanu

Publication date: 24 October 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2012.730049

zbMATH Keywords

stabilityoptimal controlMarkov chainsdiscrete-time linear systemsdetectability

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Equational classes, universal algebra in model theory (03C05) Linear optimal control problems (49N05)

Related Items (5)

Optimal control of discrete-time linear fractional-order systems with multiplicative noise ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions ⋮ Optimal control for discrete-time, linear fractional-order systems with Markovian jumps ⋮ Mean Square Stability of Discrete-Time Fractional Order Systems With Multiplicative Noise

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