Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
DOI10.1080/02331934.2012.730049zbMATH Open1297.93177OpenAlexW2036332584MaRDI QIDQ2926484FDOQ2926484
Authors: V. M. Ungureanu 
Publication date: 24 October 2014
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2012.730049
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stability of solutions to ordinary differential equations (34D20) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Equational classes, universal algebra in model theory (03C05) Linear optimal control problems (49N05)
Cites Work
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
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- Multi-server queueing systems with multiple priority classes
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- On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
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- Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
- Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
- On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
- Mean stability of a stochastic difference equation
- Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
Cited In (8)
- AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
- A survey on hidden Markov jump systems: asynchronous control and filtering
- Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space
- Optimal control of discrete-time linear fractional-order systems with multiplicative noise
- Mean square stability of discrete-time fractional order systems with multiplicative noise
- Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise
- Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions
- Optimal control for discrete-time, linear fractional-order systems with Markovian jumps
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