Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching

DOI10.1080/07362994.2013.817251zbMath1272.93132MaRDI QIDQ2854344

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Publication date: 18 October 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.817251

zbMATH Keywords

stochastic stability; guaranteed cost control; stochastic discrete-time systems; Markov switching times

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

39B82: Stability, separation, extension, and related topics for functional equations

93E20: Optimal stochastic control

93D09: Robust stability

93E15: Stochastic stability in control theory

39A50: Stochastic difference equations

Related Items

Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings, Guaranteed cost control for impulsive nonlinear Itô stochastic systems with mixed delays

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