Optimal quadratic control of jump linear systems with separately controlled transition probabilities

DOI10.1080/00207178908961258zbMath0677.93071OpenAlexW4232487106MaRDI QIDQ3833979

Howard Jay Chizeck, Yuan-Dong Ji

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961258

zbMATH Keywords

optimal controlobservabilitycontrollabilitystructural changesstabilizing solutioncomponent failuresrepair policyjump probabilitiesdiscrete-time jump systemsfinite and infinite time horizon problemsfinite state form process

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (4)

Discussion on: ``Mean square exponential stability for some stochastic linear discrete time systems ⋮ Optimal decision strategy for discrete-time Markovian jump linear systems ⋮ Mode feedback control strategy for continuous‐time Markovian jump linear systems with controllable mode transition rate matrix ⋮ On the continuous time-varying JLQC

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