Robust jump linear quadratic control: A mode stabilizing solution

DOI10.1109/TAC.1985.1103838zbMath0569.93068OpenAlexW2126562544MaRDI QIDQ3688291

P. Bertrand, M. Mariton

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103838

zbMATH Keywords

optimal feedback controllinear stochastic systemsquadratic performance indexmode stabilizing solution

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (15)

Stochastic controllability of linear systems with Markovian jumps ⋮ Explicit solutions for a system of coupled Lyapunov differential matrix equations ⋮ Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems ⋮ Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions ⋮ Robust stabilization by dynamic combined state and output feedback compensator for nonlinear systems with jumps ⋮ Stability of discrete-time linear systems with Markovian jumping parameters ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Linear-quadratic optimal control under non-Markovian switching ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Decentralized robust control of uncertain Markov jump parameter systems via output feedback ⋮ Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. ⋮ Balanced realizations of regime-switching linear systems ⋮ Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays ⋮ Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs ⋮ Near-optimal controls of random-switching LQ problems with indefinite control weight costs

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