Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection

Linear Systems ◽

Portfolio Selection ◽

Predictive Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems ◽

Online Portfolio ◽

Online Portfolio Selection

Model predictive control for continuous-time Markov Jump Linear Systems

The 27th Chinese Control and Decision Conference (2015 CCDC) ◽

10.1109/ccdc.2015.7162262 ◽

2015 ◽

Author(s):

Gu Xinxin ◽

Wen Jiwei ◽

Peng Li

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Model Predictive Control of Markov Jump Linear Systems: an Error-based Self-triggered approach

10.23919/ccc52363.2021.9549741 ◽

2021 ◽

Author(s):

Peng He ◽

Jiwei Wen ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Stochastic model predictive control of Markov jump linear systems based on a two-layer recurrent neural network

2013 IEEE International Conference on Information and Automation (ICIA) ◽

10.1109/icinfa.2013.6720361 ◽

2013 ◽

Cited By ~ 2

Author(s):

Zheng Yan ◽

Jun Wang

Keyword(s):

Neural Network ◽

Stochastic Model Predictive Control

Stochastic Model ◽

Linear Systems ◽

Predictive Control ◽

Recurrent Neural Network ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Self-Triggered Model Predictive Control of Discrete-Time Markov Jump Linear Systems

International Journal of Control ◽

10.1080/00207179.2021.2013542 ◽

2021 ◽

pp. 1-0

Author(s):

Peng He ◽

Jiwei Wen ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Finite‐time self‐triggered model predictive control of discrete‐time Markov jump linear systems

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5603 ◽

2021 ◽

Author(s):

Peng He ◽

Jiwei Wen ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Discrete Time ◽

Finite Time ◽

Markov Jump ◽

Jump Linear Systems ◽

State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Cited By ~ 8

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

International Journal of Systems Science ◽

10.1080/00207721.2018.1441469 ◽

2018 ◽

Vol 49 (6) ◽

pp. 1178-1187 ◽

Cited By ~ 3

Author(s):

Fabio Barbieri ◽

Oswaldo L. V. Costa

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Total Variance ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises

SIAM Journal on Control and Optimization ◽

10.1137/20m1335303 ◽

2021 ◽

Vol 59 (6) ◽

pp. 4243-4267

Author(s):

C. C. Graciani Rodrigues ◽

M. G. Todorov ◽

M. D. Fragoso

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Fast Switching ◽

Stable receding-horizon scenario predictive control for Markov-jump linear systems

Automatica ◽

10.1016/j.automatica.2017.07.032 ◽

2017 ◽

Vol 86 ◽

pp. 121-128 ◽

Cited By ~ 9

Author(s):

Antonio Sala ◽

Manuel Hernández-Mejías ◽

Carlos Ariño

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Receding Horizon ◽

Markov Jump ◽

Jump Linear Systems ◽

Reliable fault-tolerant predictive control for Markov-jump Linear Systems

2014 IEEE Conference on Control Applications (CCA) ◽

10.1109/cca.2014.6981579 ◽

2014 ◽

Cited By ~ 2

Author(s):

Manuel A. Hernandez-Mejias ◽

Antonio Sala ◽

Carlos V. Arino ◽

Andres Querol

Keyword(s):

Linear Systems ◽

Predictive Control ◽

Fault Tolerant ◽

Markov Jump ◽

Jump Linear Systems ◽