Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems

DOI10.1016/0005-1098(95)00011-KzbMath0837.93076MaRDI QIDQ1899578

Zoran Gajic, I. Borno

Publication date: 14 May 1996

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

Markov processes; parallel algorithms; coupled Riccati equations; linear jump systems

Mathematics Subject Classification ID

93E20: Optimal stochastic control

93E03: Stochastic systems in control theory (general)

Related Items

Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients, Delay-dependent stabilization of singularly perturbed jump linear systems, Robust \(\mathcal H_{\infty}\) fuzzy filter design for uncertain nonlinear singularly perturbed systems with Markovian jumps: an LMI approach, Parallel computation of the solutions of coupled algebraic Lyapunov equations, Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems, Image control for discrete-time singularly perturbed systems with two Markov processes

Cites Work

• Unnamed Item
• Parallel algorithms for optimal control of large scale linear systems
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Robust jump linear quadratic control: A mode stabilizing solution