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)
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- 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
- 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
- General Stability of Stochastic Markov Jump Linear Systems Based on the Spectrum Technique
- 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
- Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems
- 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
- 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
- Title not available (Why is that?)
- 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
- 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 of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- 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
- 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 and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- 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
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