Infinite horizon H₂/H_ optimal control for discrete-time Markov jump systems with (x,u,v)-dependent noise
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Infinite horizon \(H 2/H \infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
Infinite horizon \(H 2/H \infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
coupled matrix Riccati equationsdiscrete-time Markov jump systemexact detectabilityinfinite horizon \(H_2/H_\infty \) optimal control
Discrete-time Markov processes on general state spaces (60J05) Existence of optimal solutions to problems involving randomness (49J55) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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- scientific article; zbMATH DE number 3054885 (Why is no real title available?)
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- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise
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- \(\mathrm H_{2}\)-optimal control for periodic, discrete-time Markov-jump systems with multiplicative noise in infinite dimensions
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- \(H_{2}\) control of discrete-time periodic systems with Markovian jumps and multiplicative noise
- \(H_2 / H_\infty\) control for MJLS with infinite Markov chain
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- A new look at the robust control of discrete-time Markov jump linear systems
- Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
- Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems
- Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems
- \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems
- Stability of switched stochastic nonlinear systems by an improved average dwell time method
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise
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