Quadratic costs and second moments of jump linear systems with general Markov chain

DOI10.1007/s00498-011-0064-9zbMath1248.93173OpenAlexW2108360445MaRDI QIDQ661038

Juan-Miguel Gracia

Publication date: 6 February 2012

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00498-011-0064-9

zbMATH Keywords

linear systemslong-run average costMarkov jump systemsbounds for finite horizon cost

Mathematics Subject Classification ID

Related Items (8)

Output‐based H₂ optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients ⋮ AnH₂-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations ⋮ Second moment constraints and the control problem of Markov jump linear systems ⋮ Stability of Markov jump systems with quadratic terms and its application to RLC circuits ⋮ On the control of Markov jump linear systems with no mode observation: application to a DC Motor device ⋮ Finite-horizon suboptimal control of Markov jump linear parameter-varying systems ⋮ Robust stability of Markov jump linear systems through randomized evaluations ⋮ Output feedback of Markov jump linear systems with no mode observation: An automotive throttle application

Cites Work

• Unnamed Item
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
• Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Uniform Approximation of Infinite Horizon Control Problems for Nonlinear Systems and Stability of the Approximating Controls
• Model predictive control: for want of a local control Lyapunov function, all is not lost
• On the stability of receding horizon control with a general terminal cost
• A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems

This page was built for publication: Quadratic costs and second moments of jump linear systems with general Markov chain