Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
type: Item
instance of: scholarly article
title: Continuous-time state-feedback \(H_2\)-control of Markovian jump linear systems via convex analysis
zbMATH Open document ID: 0939.93041
DOI: 10.1016/S0005-1098(98)00145-9
published in: Automatica
publication date: 1999-12-05T00:00:00Z
review text: The authors consider a continuous-time \(H_2\)-control problem for linear systems in a Markovian environment, defined by a continuous-time Markov chain with a finite state space and, possibly, unknown matrix of transition probabilities, which belongs to a given convex set. The problem is solved using the convex programming approach, and the results are compared with those obtained by the dynamic programming approach.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 1325701
zbMATH Keywords: \(H_2\)-control
zbMATH Keywords: continuous-time Markov chain
zbMATH Keywords: convex programming
zbMATH Keywords: dynamic programming
author: Oswaldo Luiz V. Costa
author: João B. R. do Val
author: José C. Geromel
reviewed by: Henrikas Pragarauskas
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1325701