Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
DOI10.1002/OCA.2251zbMATH Open1362.93164OpenAlexW2309140423MaRDI QIDQ5346594FDOQ5346594
Authors: Vasile Dragan, Hiroaki Mukaidani 
Publication date: 26 May 2017
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2251
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numerical algorithmMarkovian jumping parameterslinear quadratic optimal controlcoupled stochastic algebraic Riccati equations (CSAREs)singularly perturbed linear stochastic systems (SPLSS)
Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)
Cites Work
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- The linear quadratic regulator problem for a class of controlled systems modeled by singularly perturbed Itô differential equations
- Near-optimal control for multiparameter singularly perturbed stochastic systems
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- Mathematical methods in robust control of linear stochastic systems
Cited In (4)
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping
- Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters
- The linear quadratic regulator problem for a class of controlled systems modeled by singularly perturbed Itô differential equations
- Near-optimal control for multiparameter singularly perturbed stochastic systems
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