Decision-control mechanism for Markovian jump linear systems with Gaussian noise
From MaRDI portal
Publication:2808506
DOI10.1002/OCA.2174zbMath1336.93151OpenAlexW2108259534MaRDI QIDQ2808506
Wanqing Xie, Jin Zhu, Yewen Wang, Geir E. Dullerud
Publication date: 23 May 2016
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2174
Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (1)
Cites Work
- On almost sure stability of continuous-time Markov jump linear systems
- Conjugate gradient algorithms in nonconvex optimization
- Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
- Discrete-time H∞ output feedback for Markov jump systems with uncertain transition probabilities
- Observer-basedH ∞ control on nonhomogeneous Markov jump systems with nonlinear input
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Output feedback control of Markov jump linear systems in continuous-time
- Production and maintenance control for manufacturing systems
- Continuous-Time Markov Jump Linear Systems
- Optimal Sensor Querying: General Markovian and LQG Models With Controlled Observations
- Stabilization of Markovian Systems via Probability Rate Synthesis and Output Feedback
- A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
- Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
- Optimal linear mean square filter for continuous-time jump linear systems
- Robust Stability and Stabilization of Uncertain Discrete-Time Markovian Jump Linear Systems
- Jump linear quadratic Gaussian control in continuous time
This page was built for publication: Decision-control mechanism for Markovian jump linear systems with Gaussian noise
