Perturbation of multivariable linear quadratic systems with jump parameters

DOI10.1109/9.956069zbMATH Open1037.93074OpenAlexW2060019760MaRDI QIDQ4540231FDOQ4540231

Authors: Rachid El-Azouzi, Mohammed Abbad, Eitan Altman 

Publication date: 21 July 2002

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

Full work available at URL: https://semanticscholar.org/paper/512ba4db485f2e4541b9cfab4cb0e2093d48cfa5

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zbMATH Keywords

aggregationperturbationoptimal valueTaylor expansionscoupled Riccati equationsfinite state Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Cited In (3)

• Perturbation of linear quadratic systems with jump parameters and hybrid controls.
• Optimization of linear-quadratic regulator systems in the presence of parameter perturbations
• Title not available (Why is that?)

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