STOCHASTIC OPTIMAL CONTROL FOR JUMP SYSTEMS WITH APPLICATION TO SAMPLED-DATA SYSTEMS

DOI10.1081/SAP-100002106zbMath0983.93072OpenAlexW2067076304MaRDI QIDQ2746390

Akira Ichikawa, Jun Yoneyama, Masaki Tanaka

Publication date: 10 April 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-100002106

zbMATH Keywords

delaystochastic controlseparation principlejump processesapplication to sampled data systems

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

Related Items (2)

Sampled-data LQG control for a class of linear quantum systems ⋮ On the stochastic linear quadratic control problem with piecewise constant admissible controls

Cites Work

• Unnamed Item
• Optimal sampled-data control systems
• Stochastic processes and filtering theory
• H/sub infinity / control and filtering for sampled-data systems
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• H₂and H∞ control for jump systems with application to sampled-data systems

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