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)
- Decentralized robust control of uncertain Markov jump parameter systems via output feedback
- Practical stability, controllability and optimal control of stochastic Markovian jump systems with time-delays
- Stochastic stability and robust stabilization of semi-Markov jump linear systems
- Stochastic stability of semi-Markovian jump systems with mode-dependent delays
- Neutral Stochastic Differential Delay Equations with Markovian Switching
- Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
- Robust ?? filtering for uncertain Markovian jump linear systems
- Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
- Stochastic stability of linear systems with semi-Markovian jump parameters
- Robust disturbance attenuation for uncertain nonlinear networked control systems
- Sliding mode control of MIMO Markovian jump systems
- Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters
- Unified, improved matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
- State estimation for Markov-type genetic regulatory networks with delays and uncertain mode transition rates
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- On sliding mode control of single input Markovian jump systems
- Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
- State estimation for jumping recurrent neural networks with discrete and distributed delays
- \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
- Exponential synchronization of complex networks with Markovian jump and mixed delays
- Delay-dependent robust stabilization for uncertain discrete-time fuzzy Markovian jump systems with mode-dependent time delays
- \(H_\infty\)-control for Markovian jumping linear systems with parametric uncertainty
- Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Stochastic finite-time boundedness of Markovian jumping neural network with uncertain transition probabilities
- Delay-dependent robust stabilization and \(H_{\infty }\) control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays
- \(\mathcal H_{\infty}\) filtering for 2D Markovian jump systems
- Exponential stability of delayed recurrent neural networks with Markovian jumping parameters
- Finite-time stability and stabilization of nonlinear stochastic hybrid systems
- A jammer's perspective of reachability and LQ optimal control
- Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- On delay-dependent robust exponential stability of stochastic neural networks with mixed time delays and Markovian switching
- On stability and stabilizability of singular stochastic systems with delays
- Stability of stochastic differential equations with Markovian switching
- On state feedback stabilization of singular systems with random abrupt changes
- An LMI approach to stability analysis of stochastic high-order Markovian jumping neural networks with mixed time delays
- State estimation for Markovian jumping recurrent neural networks with interval time-varying delays
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- ON SYNCHRONIZATION OF DISCRETE-TIME MARKOVIAN JUMPING STOCHASTIC COMPLEX NETWORKS WITH MODE-DEPENDENT MIXED TIME-DELAYS
- Decentralized control of power systems via robust control of uncertain Markov jump parameter systems
- \(p\)-moment stability of stochastic differential equations with jumps
- Filtering-based robust fault detection of fuzzy jump systems
- Stabilisation of hybrid stochastic differential equations by delay feedback control
- Stability of a random diffusion with nonlinear drift
- Stability condition for sampled data based control of linear continuous switched systems
- Robust state estimation for jump Markov linear systems with missing measurements
- Stochastically exponential stability and stabilization of uncertain linear hyperbolic PDE systems with Markov jumping parameters
- Stochastic stabilization of hybrid differential equations
- Stabilization of positive Markov jump systems
- Sliding mode control for descriptor Markovian jump systems with mode-dependent derivative-term coefficient
- Quadratic optimal control of switched linear stochastic systems
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- H2state feedback controller design for continuous Markov jump linear systems with partly known information
- Robust fault estimator design for uncertain networked control systems with random time delays: an ILMI approach
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- On robust stabilization of Markovian jump systems with uncertain switching probabilities
- Stabilization of hybrid systems by feedback control based on discrete-time state observations
- On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations
- Stochastic stabilizability and \(H_\infty\) control for discrete-time jump linear systems with time delay
- Unbiased \(H_\infty \) filtering for neutral Markov jump systems
- On controllability with respect to the expectation of discrete time jump linear systems
- Sliding mode observer-controller design for uncertain Markovian jump systems with time delays
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
- \(H_{\infty }\) model reduction of Markovian jump linear systems
- Stabilization of a class of stochastic differential equations with Markovian switching
- Observer design for descriptor Markovian jumping systems with nonlinear perturbations
- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties
- Stochastic controllability of linear systems with Markovian jumps
- Convergence of gradient-based iterative solution of coupled Markovian jump Lyapunov equations
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Pinning dynamic systems of networks with Markovian switching couplings and controller-node set
- Stability of Markovian jump systems with generally uncertain transition rates
- Delay-dependent stability and \(h_{\infty }\) control of uncertain discrete-time Markovian jump systems with mode-dependent time delays
- Ergodicity of regime-switching diffusions in Wasserstein distances
- Output feedback robust control of uncertain active fault tolerant control systems via convex analysis
- Upper solution bounds of the continuous coupled algebraic Riccati matrix equation
- New results on H∞ dynamic output feedback control for Markovian jump systems with time-varying delay and defective mode information
- Worst case control of uncertain jumping systems with multi-state and input delay information
- Stochastic stability analysis for continuous-time fault tolerant control systems
- Optimal finite-time passive controller design for uncertain nonlinear Markovian jumping systems
- Stochastic stability and stabilization of positive systems with Markovian jump parameters
- Almost sure state estimation for nonlinear stochastic systems with Markovian switching
- On robust \(H_{\infty }\) filtering of uncertain Markovian jump time-delay systems
- \(L_2\)-\(L_\infty\) fuzzy control for Markov jump systems with neutral time-delays
- Output feedback control of Markov jump linear systems in continuous-time
- RobustH2control of Markovian jump systems with uncertain switching probabilities
- Stability of impulsive stochastic differential equations with Markovian switching
- Stability of random-switching systems of differential equations
- Uniform stabilization of discrete-time switched and Markovian jump linear systems
- Approximate solutions of stochastic differential delay equations with Markovian switching
- Linear diffusion with stationary switching regime
- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems
- 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
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