Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise

DOI10.1007/s10898-012-0027-9zbMath1280.93093OpenAlexW2069183491MaRDI QIDQ386451

Hongji Ma, Ting Hou, Weihai Zhang

Publication date: 9 December 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-012-0027-9

zbMATH Keywords

coupled matrix Riccati equationsdiscrete-time Markov jump systemexact detectabilityinfinite horizon \(H_2/H_\infty \) optimal control

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Existence of optimal solutions to problems involving randomness (49J55)

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Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems, \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems, \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching, Stochastic \(H_2/H_{\infty}\) control for mean-field stochastic differential systems with \((x, u, v)\)-dependent noise, \(H_2 / H_\infty\) control for MJLS with infinite Markov chain, A new look at the robust control of discrete-time Markov jump linear systems, Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems, Stability of switched stochastic nonlinear systems by an improved average dwell time method

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