Discrete-time markovian-jump linear quadratic optimal control

DOI10.1080/00207178608933459zbMath0591.93067OpenAlexW2051556621MaRDI QIDQ3720440

Howard Jay Chizeck, Alan S. Willsky, David A. Castanon

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933459

zbMATH Keywords

optimal control lawfinite-state Markov chaindiscrete-time jump linear systems

Mathematics Subject Classification ID

Related Items (46)

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Cites Work

• Approximations for functionals and optimal control problems on jump diffusion processes
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Dynamic Programming and Minimum Principles for Systems with Jump Markov Disturbances
• A computational algorithm for design of regulators for linear jump parameter systems
• Feedback regulators for jump parameter systems with state and control dependent transition rates
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