On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems
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Publication:4682366
DOI10.1109/TAC.2018.2799524zbMath1423.93416arXiv1611.07558OpenAlexW2549428084MaRDI QIDQ4682366
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Publication date: 18 September 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.07558
Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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A computational study of optimal control of Markov jump systems ⋮ Event-triggered filtering for uncertain semi-Markov jump systems with time-varying delay by using quantized measurement ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
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