Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis (Q1295102)

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scientific article; zbMATH DE number 1325701
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    Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
    scientific article; zbMATH DE number 1325701

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      Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis (English)
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      5 December 1999
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      The authors consider a continuous-time \(H_2\)-control problem for linear systems in a Markovian environment, defined by a continuous-time Markov chain with a finite state space and, possibly, unknown matrix of transition probabilities, which belongs to a given convex set. The problem is solved using the convex programming approach, and the results are compared with those obtained by the dynamic programming approach.
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      \(H_2\)-control
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      continuous-time Markov chain
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      convex programming
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      dynamic programming
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