Robust LQ regulator for jump linear systems with uncertain parameters

DOI10.1023/A:1008313728453zbMath0938.93065OpenAlexW191779911MaRDI QIDQ1290884

H. Yang, El-Kébir Boukas

Publication date: 27 June 2000

Published in: Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008313728453

zbMATH Keywords

stochastic optimal controlLQ controlMarkovian jumping parameterrobust stabilizability

Mathematics Subject Classification ID

Optimal stochastic control (93E20)