Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
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Publication:2005393
DOI10.1016/j.jfranklin.2020.07.038zbMath1448.93343MaRDI QIDQ2005393
Ai-guo Wu, Hui-Jie Sun, Yu-Zhu Bai
Publication date: 7 October 2020
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2020.07.038
continuous-time Itô stochastic Markovian jump linear systems; infinite time horizon linear quadratic optimal control
93C05: Linear systems in control theory
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
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LQ control of forward and backward stochastic difference system, Stabilization of two kinds of nonhomogeneous Markovian jump systems via sliding mode control, Robust stability and robust H2 performance of discrete‐time Markovian jump linear systems with uncertain transition probabilities
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