Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise
DOI10.1155/2014/265621zbMath1407.49058OpenAlexW1973707944WikidataQ59065225 ScholiaQ59065225MaRDI QIDQ1718001
Long Yan, Shenglin Ji, Meng Li, Huiying Sun
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/265621
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Cites Work
- Unnamed Item
- Unnamed Item
- The singular zero-sum differential game with stability using \(H_{\infty}\) control theory
- Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
- Linear quadratic nonzero-sum differential games with random jumps
- Stochastic stability for Markovian jump linear systems associated with a finite number of jump times
- Stability of stochastic neural networks of neutral type with Markovian jumping parameters: a delay-fractioning approach
- A survey of stability of stochastic systems
- Filtering design for two-dimensional Markovian jump systems with state-delays and deficient mode information
- Sufficient conditions for almost sure stability of jump linear systems
- Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
- Delay-dependent robust stability and H8 control of jump linear systems
- Stochastic stability properties of jump linear systems
- Stability and control for linear systems with jump Markov perturbations
- Robust ${{\cal H}}_{\infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Exponential stability of stochastic delay interval systems with Markovian switching
- On the relationship between the sample path and moment lyapunov exponents for jump linear systems
- Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching
- On Detectability and Observability of Discrete‐Time Stochastic <scp>M</scp>arkov Jump Systems with State‐Dependent Noise
This page was built for publication: Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise