On the JLQ problem with uncertainty
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Publication:4346328
DOI10.1109/9.587347zbMath0884.93055OpenAlexW2144615571MaRDI QIDQ4346328
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Publication date: 3 August 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.587347
Linear inequalities of matrices (15A39) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (3)
Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities ⋮ Robust \(H_2\) control of continuous-time Markov jump linear systems ⋮ A note on the robust control of Markov jump linear uncertain systems
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