Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

DOI10.1109/TAC.2003.817938zbMath1364.49042MaRDI QIDQ5266725

E. F. Tuesta, Oswaldo L. V. Costa

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items

Active mode observation of switching systems based on set-valued estimation of the continuous state, Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems, Quadratic optimal control of switched linear stochastic systems, Distributed output feedback control of Markov jump multi-agent systems, Active mode observability of switching linear systems, Regulation in bimodal systems, On the control of Markov jump linear systems with no mode observation: application to a DC Motor device, Finite horizon optimal control of non-linear discrete-time switched systems using adaptive dynamic programming with ε-error bound, Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon, Analysis and synthesis of switched linear control systems, Decision-control mechanism for Markovian jump linear systems with Gaussian noise, Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract), H_∞ control of continuous-time Markov jump linear systems with detector-based mode information, Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space