Publication:4861696
From MaRDI portal
zbMath0846.90146MaRDI QIDQ4861696
Publication date: 3 October 1996
\(H^ \infty\)-optimal control; jump linear-quadratic systems; linear-quadratic piecewise deterministic soft-constrained zero-sum differential games
91A23: Differential games (aspects of game theory)
Related Items
Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit, Singularly perturbed Markov chains with two small parameters: A matched asymptotic expansion, Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems, Minimax control of switching systems under sampling, Near-optimal controls of random-switching LQ problems with indefinite control weight costs, Design of \(H_\infty \) filter for Markov jumping linear systems with non-accessible mode information, Singularly perturbed multidimensional switching diffusions with fast and slow switchings, Occupation measures of singularly perturbed Markov chains with absorbing states, Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems, Exponential bounds for discrete-time singularly perturbed Markov chains, Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states., Singularly perturbed Markov chains: Convergence and aggregation, Decentralized robust control of uncertain Markov jump parameter systems via output feedback