Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
From MaRDI portal
Publication:2518983
DOI10.1016/j.automatica.2008.05.010zbMath1153.93535MaRDI QIDQ2518983
Publication date: 21 January 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.05.010
optimal control; time-delay; practical stability; Markovian jump parameter; stochastic nonlinear system; practical controllability
93B05: Controllability
93E12: Identification in stochastic control theory
93E20: Optimal stochastic control
Related Items
Complete controllability of nonlinear stochastic impulsive functional systems, Decentralized \(\mathcal{L}_{2}\)-\(\mathcal{L}_{\infty}\) filtering for interconnected Markovian jump systems with delays, Complete controllability of impulsive stochastic integro-differential systems, New results on stabilization of Markovian jump systems with time delay
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching
- Stability by Liapunov's direct method. With applications
- Hereditary differential systems with constant delays. II: A class of affine systems and the adjoint problem
- \(H_\infty\)-control for Markovian jumping linear systems with parametric uncertainty
- Optimal practical stabilization and controllability of systems with Markovian jumps
- Stability of stochastic differential equations with Markovian switching
- A note on the LaSalle-type theorems for stochastic differential delay equations
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Output feedback for a class of linear systems with stochastic jump parameters
- Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay
- On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters
- An Optimal Control Problem for Systems with Differential-Difference Equation Dynamics