On the continuous time-varying JLQ problem

DOI10.3166/EJC.10.264-271MaRDI QIDQ2511902zbMATH OpenOpenAlexFDO

Authors Adam Czornik, Andrzej Świerniak

Publication date 7 August 2014

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3166/ejc.10.264-271

zbMATH Keywords

detectabilityjump linear systemsjump linear-quadratic (JLQ) problemoptimalizabilitystabilizability

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Markov processes (60J99)

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Cites work

• A note on an LQG regulator with Markovian switching and pathwise average cost
• Adaptive control of linear systems with Markov perturbations
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
• scientific article; zbMATH DE number 94239 (Why is no real title available?)
• scientific article; zbMATH DE number 1835979 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• scientific article; zbMATH DE number 3373608 (Why is no real title available?)
• On a partially observable LQG problem for systems with Markovian jumping parameters
• On the discrete JLQ and JLQG problems.
• Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
• Quadratic Control for Linear Time-Varying Systems
• Stochastic stability properties of jump linear systems
• Time-varying discrete linear systems: input-output operators; Riccati equations; disturbance attenuation

Cited in

(8)

• Quadratic Control for Linear Time-Varying Systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• scientific article; zbMATH DE number 17732 (Why is no real title available?)
• Continuity of the solution of the Riccati equations for continuous time JLQP
• scientific article; zbMATH DE number 1835979 (Why is no real title available?)
• scientific article; zbMATH DE number 847964 (Why is no real title available?)
• Jump linear quadratic Gaussian control in continuous time
• On the continuous time-varying JLQC

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