On the solution of discrete-time Markovian jump linear quadratic control problems

DOI10.1016/0005-1098(94)00164-EzbMath0822.93074OpenAlexW1992865529MaRDI QIDQ1894439

Gerhard Freiling, Gerhard Jank, Hisham Abou-Kandil

Publication date: 24 July 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)00164-e

zbMATH Keywords

algorithmalgebraic discrete-time Riccati equationMarkovian jump control

Mathematics Subject Classification ID

Related Items (26)

Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems ⋮ Stabilization of discrete-time Markovian jump linear systems via time-delayed controllers ⋮ Generalized Riccati difference and differential equations ⋮ Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems ⋮ \(\mathcal H_2\) control of Markovian jump LPV systems with measurement noises: application to a DC-motor device with voltage fluctuations ⋮ Upper solution bounds of the continuous and discrete coupled algebraic Riccati equations ⋮ Stochastic model predictive control for constrained discrete-time Markovian switching systems ⋮ \(\mathcal H_{\infty}\) robust and networked control of discrete-time MJLS through LMIs ⋮ Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations ⋮ New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation ⋮ Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay ⋮ Optimal design of networked control systems: computer control via asynchronous communication channels ⋮ Nonquadratic stabilization conditions for nonhomogeneous Markovian jump fuzzy systems with higher-level operation modes ⋮ Robust \(\mathcal H_\infty\) filtering of discrete-time nonhomogeneous Markovian jump systems with dual-layer operation modes ⋮ Lower bounds on the solution of coupled algebraic Riccati equation ⋮ Asynchronous dissipative filter design of nonhomogeneous Markovian jump fuzzy systems via relaxation of triple-parameterized matrix inequalities ⋮ Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems ⋮ On the continuous time-varying JLQC ⋮ On Stochastic Stabilization of Discrete‐Time Markovian Jump Systems with Delay in State ⋮ Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations ⋮ Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control ⋮ The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation ⋮ H₂optimal control for a wide class of discrete-time linear stochastic systems ⋮ Properties of the solutions of rational matrix difference equations ⋮ Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching ⋮ Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems

Cites Work

• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
• On stabilizing properties of solutions of the Riccati difference equation
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• ρ-Stability and robustness: discrete-time case
• Discrete-time markovian-jump linear quadratic optimal control
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Controllability, observability and discrete-time markovian jump linear quadratic control
• On the discrete time algebraic Riccati equation
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
• Unnamed Item

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