Finite-time guaranteed cost control for Itô Stochastic Markovian jump systems with incomplete transition rates

DOI10.1002/rnc.3558zbMath1353.93119OpenAlexW2345600789MaRDI QIDQ2956844

Weihai Zhang, Zhi-Guo Yan, Juhyun Park

Publication date: 19 January 2017

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3558

zbMATH Keywords

matrix inequalitystochastic systemsguaranteed cost controlfinite-timeMarkovian jump

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

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