Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs

DOI10.1080/07362999808809565zbMath0913.93079OpenAlexW2089883026MaRDI QIDQ4215903

João B. R. do Val, Oswaldo L. V. Costa

Publication date: 1 November 1998

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

Full work available at URL: https://doi.org/10.1080/07362999808809565

zbMATH Keywords

manufacturing systemstochastic inputsMarkovian jump parametersdiscrete-time \(LQ\)-optimal control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Cites Work

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• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Mean Square Stability for Discrete Bounded Linear Systems in Hilbert Space
• Manufacturing flow control and preventing maintenance: a stochastic control approach

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