Jump linear quadratic Gaussian control in continuous time
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(56)- Design of reduced-order \(H_{\infty}\) filtering for Markovian jump systems with mode-dependent time delays
- Jump linear quadratic control with random state discontinuities
- Control of dynamic routing in networks with Markov jump parameters
- Control of the transition probabilities of input rates of a flow in a network
- The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- Optimal control of stochastic singular affine systems with Markovian jumps
- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems
- Output feedback control of a class of stochastic hybrid systems
- Decentralized robust control of uncertain Markov jump parameter systems via output feedback
- Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems
- \(H_{\infty }\) model reduction of Markovian jump linear systems
- On the continuous time-varying JLQ problem
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
- Decision-control mechanism for Markovian jump linear systems with Gaussian noise
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
- Output feedback robust control of uncertain active fault tolerant control systems via convex analysis
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications
- Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
- Robust jump linear quadratic control: A mode stabilizing solution
- Optimal control of jump-linear gaussian systems†
- Discrete-time markovian-jump linear quadratic optimal control
- Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
- Optimal quadratic control of jump linear systems with separately controlled transition probabilities
- Robust state estimation for jump Markov linear systems with missing measurements
- Discrete-time jump LQG problem
- Stability analysis of Markovian jump systems with multiple delay components and polytopic uncertainties
- On the robustness of jump linear quadratic control
- Suboptimal design of regulators for jump linear system with time-multiplied quadratic cost
- Jump linear quadratic regulator with controlled jump rates
- Robust ?? filtering for uncertain Markovian jump linear systems
- Optimal design of networked control systems: computer control via asynchronous communication channels
- H ∞ filtering for Markovian jump linear systems
- A computational method for a class of jump linear quadratic systems
- On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering
- Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
- Stabilization of jump linear gaussian systems without mode observations
- A generalization of the uncertainty threshold principle
- \(H_{2}\) control of discrete-time periodic systems with Markovian jumps and multiplicative noise
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure
- Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
- A note on the robust control of Markov jump linear uncertain systems
- Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
- Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
- Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising
- Robust stabilization for uncertain Markovian jump fuzzy systems based on free weighting matrix method
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs
- Sampled-data-based LQ control of stochastic linear continuous-time systems
- Robust adaptive tracking for Markovian jump nonlinear systems with unknown nonlinearities
- Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
- Balanced realizations of regime-switching linear systems
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