Lyapunov iterations for optimal control of jump linear systems at steady state

Z. Gajic; I. Borno

doi:10.1109/9.471227

Lyapunov iterations for optimal control of jump linear systems at steady state

IEEE Transactions on Automatic Control ◽

10.1109/9.471227 ◽

1995 ◽

Vol 40 (11) ◽

pp. 1971-1975 ◽

Cited By ~ 48

Author(s):

Z. Gajic ◽

I. Borno

Keyword(s):

Optimal Control ◽

Steady State ◽

Linear Systems ◽

Jump Linear Systems

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Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems

Automatica ◽

10.1016/s0005-1098(01)00215-1 ◽

2002 ◽

Vol 38 (2) ◽

pp. 217-225 ◽

Cited By ~ 8

Author(s):

Oswaldo L.V. Costa ◽

Julio C.C. Aya

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Linear Systems ◽

Discrete Time ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2003.817938 ◽

2003 ◽

Vol 48 (10) ◽

pp. 1836-1842 ◽

Cited By ~ 48

Author(s):

O.L.V. Costa ◽

E.F. Tuesta

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Finite Horizon ◽

Separation Principle ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Quadratic Optimal Control

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Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

International Journal of Systems Science ◽

10.1080/00207721.2018.1441469 ◽

2018 ◽

Vol 49 (6) ◽

pp. 1178-1187 ◽

Cited By ~ 3

Author(s):

Fabio Barbieri ◽

Oswaldo L. V. Costa

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Total Variance ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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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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Path-by-path optimal control of switched and Markovian jump linear systems

2008 47th IEEE Conference on Decision and Control ◽

10.1109/cdc.2008.4739277 ◽

2008 ◽

Cited By ~ 3

Author(s):

Ji-Woong Lee ◽

Geir E. Dullerud ◽

Pramod P. Khargonekar

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay

SIAM Journal on Control and Optimization ◽

10.1137/19m1303484 ◽

2021 ◽

Vol 59 (5) ◽

pp. 3524-3551

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Huanshui Zhang ◽

Minyue Fu

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Input Delay ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems

Automatica ◽

10.1016/0005-1098(95)00011-k ◽

1995 ◽

Vol 31 (7) ◽

pp. 985-988 ◽

Cited By ~ 15

Author(s):

I. Borno ◽

Z. Gajic

Keyword(s):

Optimal Control ◽

Parallel Algorithms ◽

Linear Systems ◽

Singularly Perturbed ◽

Jump Linear Systems ◽

Weakly Coupled

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A Principled Approximation Framework for Optimal Control of Semi-Markov Jump Linear Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2018.2880410 ◽

2019 ◽

Vol 64 (9) ◽

pp. 3616-3631

Author(s):

Saeid Jafari ◽

Ketan Savla

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time

52nd IEEE Conference on Decision and Control ◽

10.1109/cdc.2013.6761120 ◽

2013 ◽

Author(s):

Cristiane Nespoli ◽

Yusef Caceres

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Stochastic Stability ◽

Continuous Time ◽

Stopping Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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optimal control for semi‐Markov jump linear systems via TP‐free temporal difference () learning

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5648 ◽

2021 ◽

Author(s):

Yaogang Chen ◽

Jiwei Wen ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Temporal Difference ◽

Temporal Difference Learning ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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