Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
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Cites work
- scientific article; zbMATH DE number 4068688 (Why is no real title available?)
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- scientific article; zbMATH DE number 821283 (Why is no real title available?)
- A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information
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- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
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- LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space
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- Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
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- Stochastic stability analysis for continuous-time fault tolerant control systems
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- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
Cited in
(8)- Stochastic optimal control problems of discrete‐time Markov jump systems
- Generalised discrete-time Riccati equations of optimal control for linear systems with Markovian jumps in Borel spaces
- Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space
- \(\mathrm{H}_2\)-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- Peak-to-peak fuzzy filtering of nonlinear discrete-time systems with Markov communication protocol
- Optimal control and stabilization for discrete-time Markov jump linear systems with input delay
- Higher order moment stability region for Markov jump systems based on cumulant generating function
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