Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
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Publication:700764
DOI10.1023/A:1015412121001zbMath1026.93056MaRDI QIDQ700764
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
optimal controlMarkov jump linear systemscoupled algebraic Riccati equationsdetectability and observability of stochastic systemsnumerical methods for stochastic systems
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Related Items (3)
On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems ⋮ An algorithm for solving a perturbed algebraic Riccati equation ⋮ Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator
Cites Work
- Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Solution and asymptotic behavior of coupled Riccati equations in jump linear systems
- On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
- Lyapunov iterations for optimal control of jump linear systems at steady state
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- On the detectability and observability of discrete-time Markov jump linear systems
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