The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems
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Publication:2664236
DOI10.1016/j.automatica.2021.109506zbMath1461.93540OpenAlexW3133435396MaRDI QIDQ2664236
Publication date: 20 April 2021
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109506
stabilityregularitydiscrete-time systemslinear quadratic regulatorsMarkov jump linear singular systems
Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (9)
Expected value based optimal control for discrete-time stochastic noncausal systems ⋮ Robust H∞ control for fractional order singular systems 0 < α < 1 with uncertainty ⋮ Stochastic optimal control problems of discrete‐time Markov jump systems ⋮ Robust \(H_\infty\) dynamic output feedback control for nonlinear time-varying delay rectangular descriptor Markov jump systems ⋮ Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case ⋮ Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model ⋮ Finite-time control for discrete-time nonlinear Markov switching LPV systems with DoS attacks ⋮ Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems ⋮ Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities
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