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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Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.736071 ◽

1998 ◽

Vol 43 (12) ◽

pp. 1727-1733 ◽

Cited By ~ 20

Author(s):

J.B.R. do Val ◽

J.C. Geromel ◽

O.L.V. Costa

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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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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The linear quadratic control problem for jump linear systems with no observation on the Markov chain states

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.411254 ◽

2002 ◽

Author(s):

J.B. Ribeiro do Val ◽

M.D. Fragoso

Keyword(s):

Markov Chain ◽

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Jump Linear Systems ◽

Linear Quadratic Control Problem

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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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Second moment constraints and the control problem of Markov jump linear systems

Numerical Linear Algebra with Applications ◽

10.1002/nla.1849 ◽

2012 ◽

Vol 20 (2) ◽

pp. 357-368 ◽

Cited By ~ 22

Author(s):

Alessandro N. Vargas ◽

Walter Furloni ◽

João B.R. do Val

Keyword(s):

Control Problem ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Second Moment ◽

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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Numerical solution of Lyapunov equations related to Markov jump linear systems

Numerical Linear Algebra with Applications ◽

10.1002/nla.2113 ◽

2017 ◽

Vol 25 (6) ◽

pp. e2113 ◽

Cited By ~ 1

Author(s):

Tobias Damm ◽

Kazuhiro Sato ◽

Axel Vierling

Keyword(s):

Numerical Solution ◽

Linear Systems ◽

Lyapunov Equations ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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