Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping

DOI10.1002/OCA.2251zbMath1362.93164OpenAlexW2309140423MaRDI QIDQ5346594

Hiroaki Mukaidani, Vasile Dragan

Publication date: 26 May 2017

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2251

zbMATH Keywords

numerical algorithmMarkovian jumping parameterslinear quadratic optimal controlcoupled stochastic algebraic Riccati equations (CSAREs)singularly perturbed linear stochastic systems (SPLSS)

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters

Cites Work

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• Stabilization of linear systems over networks with bounded packet loss
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• Near-optimal control for multiparameter singularly perturbed stochastic systems
• Continuous-Time Markov Jump Linear Systems
• Mathematical Methods in Robust Control of Linear Stochastic Systems
• Manufacturing systems with random breakdowns and deteriorating items

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