Second moment constraints and the control problem of Markov jump linear systems

Alessandro N. Vargas; Walter Furloni; João B.R. do Val

doi:10.1002/nla.1849

Second moment constraints and the control problem of Markov jump linear systems

Numerical Linear Algebra with Applications ◽

10.1002/nla.1849 ◽

2012 ◽

Vol 20 (2) ◽

pp. 357-368 ◽

Cited By ~ 22

Author(s):

Alessandro N. Vargas ◽

Walter Furloni ◽

João B.R. do Val

Keyword(s):

Control Problem ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Second Moment ◽

Markov Jump Linear Systems

Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076228 ◽

2001 ◽

Author(s):

Joao B. R. do Val ◽

Eduardo F. Costa

Keyword(s):

Control Problem ◽

Numerical Solution ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

Solutions for the Linear-Quadratic Control Problem of Markov Jump Linear Systems

Journal of Optimization Theory and Applications ◽

10.1023/a:1021748618305 ◽

1999 ◽

Vol 103 (2) ◽

pp. 283-311 ◽

Cited By ~ 32

Author(s):

J. B. R. Do Val ◽

J. C. Geromel ◽

O. L. V. Costa

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems

International Journal of Control ◽

10.1080/002071702000023717 ◽

2002 ◽

Vol 75 (16-17) ◽

pp. 1282-1292 ◽

Cited By ~ 26

Author(s):

Eduardo F. Costa ◽

Joao B. R. Do Val

Keyword(s):

Control Problem ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

Solutions for the linear quadratic control problem of Markov jump linear systems

Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) ◽

10.1109/acc.1999.786581 ◽

1999 ◽

Cited By ~ 2

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.736071 ◽

1998 ◽

Vol 43 (12) ◽

pp. 1727-1733 ◽

Cited By ~ 20

Author(s):

J.B.R. do Val ◽

J.C. Geromel ◽

O.L.V. Costa

Keyword(s):

Control Problem ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

Positive Markov Jump Linear Systems

10.1561/9781680830972 ◽

2015 ◽

Cited By ~ 1

Author(s):

Paolo Bolzern ◽

Patrizio Colaneri

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1383847 ◽

2004 ◽

Author(s):

J. Baczynski ◽

M.D. Fragoso

Keyword(s):

Uniform Convergence ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Forward Equation ◽

Markov Jump Linear Systems ◽

Kolmogorov Forward Equation

Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Cited By ~ 1

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

Robust stability and stabilization of continuous-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074902 ◽

2009 ◽

Cited By ~ 2

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

Stochastic stability of positive Markov jump linear systems with fixed dwell time

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2021.101014 ◽

2021 ◽

Vol 40 ◽

pp. 101014

Author(s):

Jie Lian ◽

Renke Wang

Keyword(s):

Linear Systems ◽

Stochastic Stability ◽

Dwell Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems