Guaranteed cost control of a Markov jump linear uncertain system using a time-multiplied cost function

DOI10.1023/A:1022170404978zbMath1046.93049OpenAlexW252470463MaRDI QIDQ1411394

Zikuan Liu, El-Kébir Boukas, Fouad M. AL-Sunni

Publication date: 27 October 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022170404978

zbMATH Keywords

uncertain systemslinear matrix inequalitiesGuaranteed cost controlsystems with Markovian jumpstime-multiplied performance index

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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