Optimal control for continuous-time Markov jump systems

MaRDI QIDQ5398659zbMATH OpenFDO

Authors Shiguo Hu, Wenxin Cai, Ping Zhang, Yangwang Fang

Publication date 28 February 2014

zbMATH Keywords

optimal controlstochastic maximum principlecontinuous-time Markov jump systems

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Recommendations

• Discrete-time markovian-jump linear quadratic optimal control
• Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
• Continuous-time Markov jump linear systems.
• Optimal \(\mathcal{H}_\infty\) state feedback sampled-data control design for Markov jump linear systems
• scientific article; zbMATH DE number 1419394

Cited in

(18)

• Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
• A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
• scientific article; zbMATH DE number 6506943 (Why is no real title available?)
• Optimal practical stabilization and controllability of systems with Markovian jumps
• Optimal control of Markov jump processes: asymptotic analysis, algorithms and applications to the modeling of chemical reaction systems
• A computational study of optimal control of Markov jump systems
• Continuous-time Markov jump linear systems.
• Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case
• Optimal H_ control of Markov jump systems based on parallel Kleinman iteration algorithm
• Optimal \(\mathcal{H}_\infty\) state feedback sampled-data control design for Markov jump linear systems
• scientific article; zbMATH DE number 1944271 (Why is no real title available?)
• scientific article; zbMATH DE number 3923820 (Why is no real title available?)
• Stochastic optimal control problems of discrete‐time Markov jump systems
• Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
• scientific article; zbMATH DE number 3940369 (Why is no real title available?)
• Optimal decision strategy for discrete-time Markovian jump linear systems
• The optimal control problem of deterministic jumping transition systems
• Optimization of Markov jump linear system with controlled jump probabilities of modes

This page was built for publication: Optimal control for continuous-time Markov jump systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5398659)