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

Optimal Control Applications and Methods ◽

10.1002/oca.2251 ◽

2016 ◽

Vol 38 (2) ◽

pp. 205-228 ◽

Author(s):

Vasile Dragan ◽

Hiroaki Mukaidani

Keyword(s):

Optimal Control ◽

White Noise ◽

Stochastic System ◽

Singularly Perturbed ◽

Markovian Jumping ◽

Linear Stochastic System ◽

Multiplicative White Noise

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Near optimal linear quadratic regulator for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7403459 ◽

2015 ◽

Author(s):

Vasile Dragan ◽

Hiroaki Mukaidani

Keyword(s):

White Noise ◽

Stochastic System ◽

Linear Quadratic Regulator ◽

Singularly Perturbed ◽

Linear Quadratic ◽

Markovian Jumping ◽

Linear Stochastic System ◽

Multiplicative White Noise ◽

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Exponential stability in mean square of a singularly perturbed linear stochastic system with state-multiplicative white-noise perturbations and Markovian switching

IET Control Theory and Applications ◽

10.1049/iet-cta.2015.0923 ◽

2016 ◽

Vol 10 (9) ◽

pp. 1040-1051 ◽

Author(s):

Vasile Dragan ◽

Hiroaki Mukaidani

Keyword(s):

Exponential Stability ◽

White Noise ◽

Stochastic System ◽

Markovian Switching ◽

Singularly Perturbed ◽

Mean Square ◽

Linear Stochastic System ◽

Multiplicative White Noise ◽

Stability In Mean Square

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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

Stochastic Analysis and Applications ◽

10.1080/07362994.2014.922888 ◽

2014 ◽

Vol 32 (5) ◽

pp. 776-801 ◽

Author(s):

Toader Morozan ◽

Vasile Dragan

Keyword(s):

Markov Chain ◽

White Noise ◽

Discrete Time ◽

Stochastic System ◽

Periodic Coefficients ◽

Linear Stochastic System ◽

Multiplicative White Noise ◽

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Stabilization of a linear stochastic system subjected to “white noise” - type parametric disturbances

Journal of Applied Mathematics and Mechanics ◽

10.1016/0021-8928(77)90007-7 ◽

1977 ◽

Vol 41 (2) ◽

pp. 236-241

Author(s):

Iu.F. Kazarinov

Keyword(s):

White Noise ◽

Stochastic System ◽

Linear Stochastic System ◽

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The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping

IEEE Transactions on Automatic Control ◽

10.1109/tac.2004.826718 ◽

2004 ◽

Vol 49 (5) ◽

pp. 665-675 ◽

Author(s):

V. Dragan ◽

T. Morozan

Keyword(s):

White Noise ◽

Stochastic Systems ◽

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Markovian Jumping ◽

Linear Stochastic Systems ◽

Multiplicative White Noise

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Asymptotic Properties of Input-Output Operators Norm Associated with Singularly Perturbed Systems with Multiplicative White Noise

SIAM Journal on Control and Optimization ◽

10.1137/s0363012900369447 ◽

2002 ◽

Vol 41 (1) ◽

pp. 141-163 ◽

Author(s):

Vasile Dragan ◽

Toader Morozan ◽

Peng Shi

Keyword(s):

White Noise ◽

Asymptotic Properties ◽

Singularly Perturbed ◽

Singularly Perturbed Systems ◽

Input Output ◽

Perturbed Systems ◽

Multiplicative White Noise

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On the Optimal Control Problem for a Linear Stochastic System with an Unstable State Matrix Unbounded at Infinity

Automation and Remote Control ◽

10.1134/s0005117919020048 ◽

2019 ◽

Vol 80 (2) ◽

pp. 250-261 ◽

Author(s):

E. S. Palamarchuk

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic System ◽

Unstable State ◽

State Matrix ◽

Linear Stochastic System

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Optimal Control of Stochastic System with Markovian Jumping and Multiplicative Noises

Acta Automatica Sinica ◽

10.1016/s1874-1029(11)60285-1 ◽

2012 ◽

Vol 38 (7) ◽

pp. 1113-1118 ◽

Author(s):

Shu-Lan KONG ◽

Zhao-Sheng ZHANG

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Markovian Jumping ◽

Multiplicative Noises

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Correction to "The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping"

IEEE Transactions on Automatic Control ◽

10.1109/tac.2004.837750 ◽

2004 ◽

Vol 49 (10) ◽

pp. 1883

Author(s):

V. Dragan ◽

T. Morozan

Keyword(s):

White Noise ◽

Stochastic Systems ◽

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Markovian Jumping ◽

Linear Stochastic Systems ◽

Multiplicative White Noise

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

European Journal of Control ◽

10.1016/j.ejcon.2019.04.002 ◽

2019 ◽

Vol 50 ◽

pp. 88-95 ◽

Author(s):

Guoqiang Ren ◽

Bin Liu

Keyword(s):

Optimal Control ◽

Singular System ◽

Singularly Perturbed ◽

Markovian Jumping Parameters ◽

Markovian Jumping

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