scholarly journals H2/H∞ Control for MJLS with Infinite Markov Chain

2017 ◽  
Vol 2017 ◽  
pp. 1-8
Author(s):  
Ting Hou ◽  
Jie Wang ◽  
Yueying Liu ◽  
Xiao Shen
Keyword(s):  
Markov Chain ◽  
Control Problem ◽  
Discrete Time ◽  
Control Design ◽  
Finite Horizon ◽  
Bounded Real Lemma ◽  
Infinite Set

With the help of a stochastic bounded real lemma, we deal with finite horizon H2/H∞ control problem for discrete-time MJLS, whose Markov chain takes values in an infinite set. Besides, a unified control design for H2, H∞, and H2/H∞ is given.

scholarly journals Discrete-TimeH∞Preview Control Problem in Finite Horizon

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Hongxia Wang ◽  
Huanshui Zhang ◽  
Lihua Xie
Keyword(s):  
Game Theory ◽  
Dynamic Programming ◽  
Control Problem ◽  
Discrete Time ◽  
Finite Horizon ◽  
The Other ◽  
Preview Control ◽  
Discrete Time Systems ◽  
Other Hand ◽  
Time Systems

This paper considers theH∞preview control problem for discrete-time systems. It investigates the problem via game theory and dynamic programming. Different from the existing results, on one hand, the proposed approach is suitable for dealing with the corresponding multiple preview channels problem; on the other hand, the approach provides a possibility in explaining how the preview controller improves theH∞performance and why the performance will be saturated.

scholarly journals A Nested Computational Approach to the Discrete-Time Finite-Horizon LQ Control Problem

2003 ◽  
Vol 42 (3) ◽  
pp. 1002-1012 ◽  
Author(s):  
Giovanni Marro ◽  
Domenico Prattichizzo ◽  
Elena Zattoni
Keyword(s):  
Control Problem ◽  
Discrete Time ◽  
Computational Approach ◽  
Finite Horizon ◽  
Lq Control

On the absorption probabilities and mean time for absorption for discrete Markov chains

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Nikolaos Halidias
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Markov Chains ◽  
Generating Function ◽  
Discrete Time ◽  
Probability Generating Function ◽  
The Mean ◽  
Mean Time ◽  
Absorption Probabilities

Abstract In this note we study the probability and the mean time for absorption for discrete time Markov chains. In particular, we are interested in estimating the mean time for absorption when absorption is not certain and connect it with some other known results. Computing a suitable probability generating function, we are able to estimate the mean time for absorption when absorption is not certain giving some applications concerning the random walk. Furthermore, we investigate the probability for a Markov chain to reach a set A before reach B generalizing this result for a sequence of sets A 1 , A 2 , … , A k {A_{1},A_{2},\dots,A_{k}} .

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