Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs

DOI10.1080/07362999808809565MaRDI QIDQ4215903zbMATH OpenOpenAlexFDO

Authors Oswaldo Luiz V. Costa, João B. R. do Val

Publication date 1 November 1998

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809565

zbMATH Keywords

stochastic inputsmanufacturing systemMarkovian jump parametersdiscrete-time \(LQ\)-optimal control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3676608 (Why is no real title available?)
• scientific article; zbMATH DE number 53454 (Why is no real title available?)
• scientific article; zbMATH DE number 139484 (Why is no real title available?)
• scientific article; zbMATH DE number 3227396 (Why is no real title available?)
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• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
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• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Manufacturing flow control and preventing maintenance: a stochastic control approach
• Mean Square Stability for Discrete Bounded Linear Systems in Hilbert Space
• Optimal control of jump-linear gaussian systems†
• Optimal control of production rate in a failure prone manufacturing system
• Optimal stationary control for dynamic systems with Markov perturbations
• Output feedback for a class of linear systems with stochastic jump parameters
• Robust jump linear quadratic control: A mode stabilizing solution
• Stability and control for linear systems with jump Markov perturbations
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Stabilization of some stochastic discrete–time control systems
• Stochastic stability properties of jump linear systems

Cited in

(5)

• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• A computational study of optimal control of Markov jump systems
• \(H_{\infty}\) optimal output tracking control for Markov jump systems: a reinforcement learning-based approach
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Optimal decision strategy for discrete-time Markovian jump linear systems

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