Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.

DOI10.1016/S0005-1098(01)00226-6zbMath1081.93528OpenAlexW2043917161MaRDI QIDQ5960312

Ruihua Liu, Qing Zhang, G. George Yin

Publication date: 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00226-6

zbMATH Keywords

Markov chainAsymptotic optimalityDiscrete-time controlHybrid systemLQ control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Region-based approximation in approximate dynamic programming ⋮ Stability of Markov modulated discrete-time dynamic systems. ⋮ Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit

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