Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems

DOI10.1109/9.736071zbMath1056.93537OpenAlexW2132275694MaRDI QIDQ4506609

José C. Geromel, Oswaldo L. V. Costa, João B. R. do Val

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.736071

Mathematics Subject Classification ID

Related Items (10)

Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems ⋮ A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control ⋮ Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems ⋮ Solutions for the linear-quadratic control problem of Markov jump linear systems ⋮ New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation ⋮ Lower bounds on the solution of coupled algebraic Riccati equation ⋮ Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations ⋮ Properties of the solutions of rational matrix difference equations ⋮ Static decentralized control of a single-integrator network with Markovian sensing topology ⋮ Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems

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