Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps

DOI10.1016/j.automatica.2007.07.001zbMath1283.93253OpenAlexW394334121MaRDI QIDQ2440668

Gang Feng, Yulin Huang, Weihai Zhang

Publication date: 19 March 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.07.001

zbMATH Keywords

Markovian jumpsstochastic systemscoupled algebraic Riccati equationsstochastic \(H_2/H_\infty\) control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03)

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Uses Software

• LMI toolbox

Cites Work

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