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 ◽

Author(s):

Fabio Barbieri ◽

Oswaldo L. V. Costa

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Total Variance ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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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 ◽

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems*

2018 IEEE 14th International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2018.8444285 ◽

2018 ◽

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Wei Wang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Optimal Control

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

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.4807 ◽

2019 ◽

Vol 30 (3) ◽

pp. 1050-1070 ◽

Author(s):

Vladimir Dombrovskii ◽

Tatiana Pashinskaya

Keyword(s):

Model Predictive Control ◽

Linear Systems ◽

Portfolio Selection ◽

Predictive Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems ◽

Online Portfolio ◽

Online Portfolio Selection

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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 ◽

Markov Jump Linear Systems

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Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay

SIAM Journal on Control and Optimization ◽

10.1137/19m1303484 ◽

2021 ◽

Vol 59 (5) ◽

pp. 3524-3551

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Huanshui Zhang ◽

Minyue Fu

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Input Delay ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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A Principled Approximation Framework for Optimal Control of Semi-Markov Jump Linear Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2018.2880410 ◽

2019 ◽

Vol 64 (9) ◽

pp. 3616-3631

Author(s):

Saeid Jafari ◽

Ketan Savla

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises

International Journal of Control ◽

10.1080/00207179.2012.760047 ◽

2013 ◽

Vol 86 (5) ◽

pp. 779-793 ◽

Author(s):

O.L.V. Costa ◽

G.R.A.M. Benites

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time

52nd IEEE Conference on Decision and Control ◽

10.1109/cdc.2013.6761120 ◽

2013 ◽

Author(s):

Cristiane Nespoli ◽

Yusef Caceres

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Stochastic Stability ◽

Continuous Time ◽

Stopping Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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optimal control for semi‐Markov jump linear systems via TP‐free temporal difference () learning

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5648 ◽

2021 ◽

Author(s):

Yaogang Chen ◽

Jiwei Wen ◽

Xiaoli Luan ◽

Fei Liu

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Temporal Difference ◽

Temporal Difference Learning ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Mean Square Stability and $H_{2}$-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619184 ◽

2018 ◽

Author(s):

C. C. Graciani Rodrigues ◽

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Mean Square ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Mean Square Stability ◽

Markov Jump Linear Systems ◽

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