Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems

Jin Zhu; Gaosheng Zhang; Wanqing Xie

doi:10.1002/oca.2271

Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems

Optimal Control Applications and Methods ◽

10.1002/oca.2271 ◽

2016 ◽

Vol 38 (4) ◽

pp. 668-680

Author(s):

Jin Zhu ◽

Gaosheng Zhang ◽

Wanqing Xie

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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LINEAR QUADRATIC GAUSSIAN CONTROL OF DISCRETE-TIME MARKOV JUMP LINEAR SYSTEMS WITH HORIZON DEFINED BY STOPPING TIMES

IFAC Proceedings Volumes ◽

10.3182/20050703-6-cz-1902.00356 ◽

2005 ◽

Vol 38 (1) ◽

pp. 25-30

Author(s):

Cristiane Nespoli ◽

Yusef R.C. Zúñiga ◽

João R. do Val Bosco

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Stopping Times ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Adaptive linear quadratic Gaussian control of Markov jump linear systems

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7553346 ◽

2016 ◽

Author(s):

Liu Feng ◽

Haili He ◽

Li Peng

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems

2019 18th European Control Conference (ECC) ◽

10.23919/ecc.2019.8796279 ◽

2019 ◽

Author(s):

Yuriy Zacchia Lun ◽

Alessandro Abate ◽

Alessandro D'Innocenzo

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Regulation

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Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems*

2018 IEEE 14th International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2018.8444285 ◽

2018 ◽

Cited By ~ 1

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Wei Wang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Optimal Control

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Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076228 ◽

2001 ◽

Author(s):

Joao B. R. do Val ◽

Eduardo F. Costa

Keyword(s):

Control Problem ◽

Numerical Solution ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Solutions for the Linear-Quadratic Control Problem of Markov Jump Linear Systems

Journal of Optimization Theory and Applications ◽

10.1023/a:1021748618305 ◽

1999 ◽

Vol 103 (2) ◽

pp. 283-311 ◽

Cited By ~ 32

Author(s):

J. B. R. Do Val ◽

J. C. Geromel ◽

O. L. V. Costa

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems

International Journal of Control ◽

10.1080/002071702000023717 ◽

2002 ◽

Vol 75 (16-17) ◽

pp. 1282-1292 ◽

Cited By ~ 26

Author(s):

Eduardo F. Costa ◽

Joao B. R. Do Val

Keyword(s):

Control Problem ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Solutions for the linear quadratic control problem of Markov jump linear systems

Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) ◽

10.1109/acc.1999.786581 ◽

1999 ◽

Cited By ~ 2

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application

International Journal of Systems Science ◽

10.1080/00207721.2012.745031 ◽

2012 ◽

Vol 45 (5) ◽

pp. 1196-1201 ◽

Cited By ~ 4

Author(s):

Huai-nian Zhu ◽

Cheng-ke Zhang ◽

Ning Bin

Keyword(s):

Linear Systems ◽

Differential Games ◽

Infinite Horizon ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Nash Differential Games

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Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept

Journal of Optimization Theory and Applications ◽

10.1023/a:1015412121001 ◽

2002 ◽

Vol 114 (1) ◽

pp. 69-96 ◽

Cited By ~ 11

Author(s):

J.B.R. Do Val ◽

E.F. Costa

Keyword(s):

Numerical Solution ◽

Linear Systems ◽

Control Problems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Control Problems

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