Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
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DOI10.1109/9.57016zbMATH Open0714.93060OpenAlexW2011961136MaRDI QIDQ3200971FDOQ3200971
Authors: Howard Jay Chizeck, Yuandong Ji 
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.57016
Recommendations
detectabilitycontrollabilityobservabilitycontinuous-timestabilizabilityjumping parametersfinite-state Markov processesjump linear quadratic (JLQ) optimal control
Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)
Cited In (only showing first 100 items - show all)
- Stabilisation of nonlinear hybrid stochastic systems with time-varying delay by discrete-time feedback controls with a time delay
- Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations
- Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
- Structured robust stability and boundedness of nonlinear hybrid delay systems
- On the continuous time-varying JLQC
- Sampled-data-based LQ control of stochastic linear continuous-time systems
- Advances in stabilization of highly nonlinear hybrid delay systems
- GeneralizedH2control of the linear system with semi‐Markov jumps
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems
- On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- A constructive method to static output stabilisation of Markov jump systems
- Reinforcement learning‐based adaptive optimal tracking algorithm for Markov jump systems with partial unknown dynamics
- Robust Kalman filter of continuous-time Markov jump linear systems based on state estimation performance
- A note on the robust control of Markov jump linear uncertain systems
- Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump
- Stability and control for linear systems with jump Markov perturbations
- Exponential stability of stochastic systems with hysteresis switching
- Stabilization of Markov jump linear systems with input quantization
- A stability and contractiveness analysis of discrete-time Markovian jump linear systems
- Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise
- Stabilization of hybrid stochastic systems with time-varying delay by discrete-time state feedback control
- Stability for a random evolution equation with Gaussian perturbation
- Robust stability and stabilization analysis for discrete-time randomly switched fuzzy systems with known sojourn probabilities
- Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Discussion on: ``On the continuous time-varying JLQ problem
- On the continuous time-varying JLQ problem
- An implicit sequential algorithm for solving coupled Lyapunov equations of continuous-time Markovian jump systems
- On controlability of linear systems with stochastic jump parameters
- Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
- Stability and stabilization of Markov jump systems with generally uncertain transition rates
- General stability of stochastic Markov jump linear systems based on the spectrum technique
- Robust stabilization by dynamic combined state and output feedback compensator for nonlinear systems with jumps
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
- An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
- Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations
- Robust asymptotic state estimation of Takagi-Sugeno fuzzy Markovian jumping Hopfield neural networks with mixed interval time-varying delays
- Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies
- Multiobjective output feedback control of a class of stochastic hybrid systems with state-dependent noise
- State-feedback stabilization for stochastic high-order nonlinear systems with Markovian switching
- Jump linear quadratic regulator with controlled jump rates
- Discrete-time feedback stabilization for hybrid neutral stochastic systems
- Adaptive finite-time control of a class of Markovian jump nonlinear systems with parametric and dynamic uncertainties
- Non-fragile robust stabilization and \(H_\infty\) control for uncertain stochastic time delay systems with Markovian jump parameters and nonlinear disturbances
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
- Asynchronous \(\mathcal{H}_\infty\) control of semi-Markov jump linear systems
- Minimax control of switching systems under sampling
- Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability
- Adaptive control of stochastic nonlinear systems with Markovian switching
- Distributed control of multi-agent systems with random parameters and a major agent
- Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
- On the detectability and observability of discrete-time Markov jump linear systems
- Observer based finite-time stabilization for discrete-time Markov jump systems with Gaussian transition probabilities
- \(H^{2}\) optimal control for linear stochastic systems
- On detectability and observability of discrete-time stochastic Markov jump systems with state-dependent noise
- On dissipativity and stabilization of time-delay stochastic systems with switching control
- Delay-range dependent stability criteria for neural networks with Markovian jumping parameters
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- A delay-dependent approach toH∞filtering for stochastic delayed jumping systems with sensor non-linearities
- Stochastic stability analysis for delayed neural networks of neutral type with Markovian jump parameters
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions
- The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
- Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Input-to-state stability of switched nonlinear systems
- Robust peak-to-peak filtering for Markov jump systems
- Linear-quadratic optimal control under non-Markovian switching
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
- Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
- Optimal practical stabilization and controllability of systems with Markovian jumps
- Robust \(H_{\infty}\) control for linear Markovian jump systems with unknown nonlinearities
- Robust \(H_{\infty}\) control for stochastic time-delay systems with Markovian jump parameters via parameter-dependent Lyapunov functionals
- Taylor approximation of stochastic functional differential equations with the Poisson jump
- p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Stability in distribution of stochastic differential delay equations with Markovian switching
- Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
- Stability of reaction-diffusion systems with stochastic switching
- Robust \(H_\infty\) filtering for a class of uncertain Markovian jump systems with time delays
- Stochastic stability analysis for fault tolerant control systems with multiple failure processes
- Asymptotic stability of semi-Markov modulated jump diffusions
- Exponential stability for uncertain neutral systems with Markov jumps
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- Optimal control of stochastic singular affine systems with Markovian jumps
- Jump linear quadratic control with random state discontinuities
- Guaranteed cost control of a Markov jump linear uncertain system using a time-multiplied cost function
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- On robust stability of singular systems with random abrupt changes
- \(H_\infty\) control for stochastic systems with Markovian switching and time-varying delay via sliding mode design
- On input-to-state stability of stochastic nonlinear systems with Markovian jumping parameters
- Accelerated Smith iterative algorithms for coupled Lyapunov matrix equations
- Reliable dissipative control for uncertain time-delayed stochastic systems with Markovian jump switching and multiplicative noise
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