Optimal quadratic control of jump linear systems with separately controlled transition probabilities

DOI10.1080/00207178908961258MaRDI QIDQ3833979zbMATH OpenOpenAlexFDO

Authors Howard Jay Chizeck, Yuandong Ji

Publication date 1989

Full work available at URL https://doi.org/10.1080/00207178908961258

zbMATH Keywords

component failurescontrollabilitydiscrete-time jump systemsfinite and infinite time horizon problemsfinite state form processjump probabilitiesobservabilityoptimal controlrepair policystabilizing solutionstructural changes

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(8)

• The optimal control of a two-parameter jump process
• Optimal control of jump-linear gaussian systems†
• Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
• Discussion on: ``Mean square exponential stability for some stochastic linear discrete time systems
• Mode feedback control strategy for continuous‐time Markovian jump linear systems with controllable mode transition rate matrix
• Optimization of Markov jump linear system with controlled jump probabilities of modes
• Optimal decision strategy for discrete-time Markovian jump linear systems
• On the continuous time-varying JLQC

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