Second moment constraints and the control problem of Markov jump linear systems

DOI10.1002/nla.1849zbMath1289.93162OpenAlexW2102869793MaRDI QIDQ5397327

Joõ B. R. do Val, Walter Furloni, Alessandro N. Vargas

Publication date: 19 February 2014

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11824/518

zbMATH Keywords

linear-quadratic problemoptimal stochastic controlconstrained controlMarkov jump systems

Mathematics Subject Classification ID

Related Items (7)

Finite-time optimal control for Markov jump systems with singular perturbation and hard constraints ⋮ On control of discrete-time state-dependent jump linear systems with probabilistic constraints: a receding horizon approach ⋮ Stability of Markov jump systems with quadratic terms and its application to RLC circuits ⋮ Robust stability of Markov jump linear systems through randomized evaluations ⋮ Feedback predictive control based on periodic invariant set for Markov jump systems ⋮ Static output feedback control of nonhomogeneous Markovian jump systems with asynchronous time delays ⋮ Output feedback of Markov jump linear systems with no mode observation: An automotive throttle application

Cites Work

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