Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
DOI10.1023/A:1015412121001zbMATH Open1026.93056MaRDI QIDQ700764FDOQ700764
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
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- Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
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- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
optimal controlcoupled algebraic Riccati equationsMarkov jump linear systemsdetectability and observability of stochastic systemsnumerical methods for stochastic systems
Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Cites Work
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- Lyapunov iterations for optimal control of jump linear systems at steady state
- On the detectability and observability of discrete-time Markov jump linear systems
- Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
- On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
Cited In (6)
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems
- On the solution of discrete-time Markovian jump linear quadratic control problems
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- An algorithm for solving a perturbed algebraic Riccati equation
- Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
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