Gradient projection-based performance improvement for JLQ problems
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Cites work
- Almost sure and moments stability of jump linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Feedback regulators for jump parameter systems with state and control dependent transition rates
- Jump linear quadratic regulator with controlled jump rates
- Manufacturing flow control and preventing maintenance: a stochastic control approach
- Optimal control of LTI systems over unreliable communication links
- Optimal control of manufacturing flow and preventive maintenance
- Stochastic learning and optimization. A sensitivity-based approach.
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