Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies

DOI10.1007/s10957-004-6474-9zbMath1078.93053OpenAlexW2334982753WikidataQ115146369 ScholiaQ115146369MaRDI QIDQ1774045

Valery A. Ugrinovskii

Publication date: 29 April 2005

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-004-6474-9

zbMATH Keywords

robust controlmatrix inequalitiesrandomized algorithmsguaranteed cost controlMarkovian jump parameter systems

Mathematics Subject Classification ID

Adaptive or robust stabilization (93D21) Optimal stochastic control (93E20) Robust stability (93D09)

Related Items (8)

A survey of randomized algorithms for control synthesis and performance verification ⋮ Improved synthesis method for Markov jump systems with uncertain transition rates ⋮ A Convex Method of Robust Controller Design for Markovian Jump Systems with Uncertain Transition Rates ⋮ On the robustness of Markov jump linear systems with norm-bounded uncertainty on transition rates ⋮ Distributed robust filtering with \(H_\infty\) consensus of estimates ⋮ Design of fault-tolerant control for MTTF ⋮ Stability and stabilization of Markov jump systems with generally uncertain transition rates ⋮ Detectability, Observability, and Asymptotic Reconstructability of Positive Systems

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• Common Lyapunov Functions and Gradient Algorithms
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