A computational study of optimal control of Markov jump systems

DOI10.1016/J.JFRANKLIN.2022.03.013MaRDI QIDQ2137131zbMATH OpenOpenAlexFDO

Authors Liqiang Jin, Yanyan Yin, Qun Lin, Ryan Loxton, Kok Lay Teo

Publication date 16 May 2022

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfranklin.2022.03.013

zbMATH Keywords

Markov jump systemsgradient-based optimizationtochastic optimal control

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Optimal stochastic control (93E20) Computational methods for problems pertaining to systems and control theory (93-08)

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Cites work

• scientific article; zbMATH DE number 50941 (Why is no real title available?)
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• Passivity-Based Asynchronous Control for Markov Jump Systems
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• Stochastic stability and stabilization of a class of piecewise-homogeneous Markov jump linear systems with mixed uncertainties
• Symbolic Optimal Control

Cited in

(3)

• An alternative method for the optimal switching problem of linear quadratic switched system
• Finite-horizon suboptimal control of Markov jump linear parameter-varying systems
• Observer-based output feedback control for switched T-S fuzzy systems with local nonlinear segments by using past output measurements

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