Robust jump linear quadratic control: A mode stabilizing solution

DOI10.1109/TAC.1985.1103838MaRDI QIDQ3688291zbMATH OpenOpenAlexFDO

Authors M. Mariton, P. Bertrand

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1985.1103838

zbMATH Keywords

linear stochastic systemsmode stabilizing solutionoptimal feedback controlquadratic performance index

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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(18)

• Stochastic controllability of linear systems with Markovian jumps
• Robust stabilization by dynamic combined state and output feedback compensator for nonlinear systems with jumps
• Stability of Markov modulated discrete-time dynamic systems.
• Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
• Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems
• Stability of discrete-time linear systems with Markovian jumping parameters
• Decentralized robust control of uncertain Markov jump parameter systems via output feedback
• Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays
• Explicit solutions for a system of coupled Lyapunov differential matrix equations
• Comments on "Robust jump linear quadratic control: A mode stabilizing solution"
• Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs
• scientific article; zbMATH DE number 503096 (Why is no real title available?)
• On the robustness of jump linear quadratic control
• Linear-quadratic optimal control under non-Markovian switching
• Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
• Near-optimal controls of random-switching LQ problems with indefinite control weight costs
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions
• Balanced realizations of regime-switching linear systems

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