Perturbation of multivariable linear quadratic systems with jump parameters

DOI10.1109/9.956069MaRDI QIDQ4540231zbMATH OpenOpenAlexFDO

Authors Rachid El-Azouzi, Mohammed Abbad, Eitan Altman

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/512ba4db485f2e4541b9cfab4cb0e2093d48cfa5

zbMATH Keywords

aggregationcoupled Riccati equationsfinite state Markov processoptimal valueperturbationTaylor expansions

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Recommendations

• Perturbation of linear quadratic systems with jump parameters and hybrid controls.
• scientific article; zbMATH DE number 929654
• scientific article; zbMATH DE number 2202841
• Linear quadratic optimization problems for some discrete-time stochastic linear systems
• A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters

Cited in

(5)

• Perturbation of linear quadratic systems with jump parameters and hybrid controls.
• Optimization of linear-quadratic regulator systems in the presence of parameter perturbations
• A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
• scientific article; zbMATH DE number 929654 (Why is no real title available?)
• scientific article; zbMATH DE number 2202841 (Why is no real title available?)

This page was built for publication: Perturbation of multivariable linear quadratic systems with jump parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540231)