Optimal control of Markov jump with multiplicative noise systems with indefinite quadratic and linear costs

2006 American Control Conference ◽

10.1109/acc.2006.1655476 ◽

2006 ◽

Author(s):

O.L.V. Costa ◽

W.L. de Paulo

Keyword(s):

Optimal Control ◽

Multiplicative Noise ◽

Markov Jump ◽

Indefinite Quadratic

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Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems

10.1016/j.automatica.2006.10.022 ◽

2007 ◽

Vol 43 (4) ◽

pp. 587-597 ◽

Author(s):

Oswaldo L.V. Costa ◽

Wanderlei L. de Paulo

Keyword(s):

Optimal Control ◽

Multiplicative Noise ◽

Markov Jump ◽

Indefinite Quadratic

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Optimal Control for Markov Jump Linear System with Multiplicative Noise and Input Delay

10.1109/ccdc52312.2021.9602391 ◽

2021 ◽

Author(s):

Xueyang Li ◽

Chunyan Han

Keyword(s):

Optimal Control ◽

Linear System ◽

Multiplicative Noise ◽

Input Delay ◽

Markov Jump ◽

Markov Jump Linear System

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Mean variance optimal control of Markov jump with multiplicative noise systems

2007 European Control Conference (ECC) ◽

10.23919/ecc.2007.7068282 ◽

2007 ◽

Author(s):

Oswaldo L. V. Costa ◽

Rodrigo T. Okimura

Keyword(s):

Optimal Control ◽

Multiplicative Noise ◽

Markov Jump ◽

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H2-optimal control for periodic, discrete-time Markov-jump systems with multiplicative noise in infinite dimensions

IMA Journal of Mathematical Control and Information ◽

10.1093/imamci/dnv008 ◽

2015 ◽

Vol 33 (3) ◽

pp. 813-830

Author(s):

Viorica Mariela Ungureanu

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Multiplicative Noise ◽

Infinite Dimensions ◽

Markov Jump ◽

Markov Jump Systems ◽

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Optimal Control and Stabilization for Discrete-time Markov Jump Systems with Indefinite Weight Costs with Multi-channel Multiplicative Noise

2021 36th Youth Academic Annual Conference of Chinese Association of Automation (YAC) ◽

10.1109/yac53711.2021.9486490 ◽

2021 ◽

Author(s):

Song Zhang ◽

Chunyan Han

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Multiplicative Noise ◽

Indefinite Weight ◽

Markov Jump ◽

Markov Jump Systems ◽

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The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems

10.1016/j.automatica.2021.109506 ◽

2021 ◽

Vol 127 ◽

pp. 109506

Author(s):

Jorge R. Chávez-Fuentes ◽

Eduardo F. Costa ◽

Marco H. Terra ◽

Kaio D.T. Rocha

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Singular Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control

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Stabilization analysis for Markov jump systems with multiplicative noise and indefinite weight costs

Science China Information Sciences ◽

10.1007/s11432-019-2842-8 ◽

2021 ◽

Vol 64 (5) ◽

Author(s):

Hongdan Li ◽

Chunyan Han ◽

Huanshui Zhang

Keyword(s):

Multiplicative Noise ◽

Indefinite Weight ◽

Markov Jump ◽

Markov Jump Systems ◽

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Discretization of a Distributed Optimal Control Problem with a Stochastic Parabolic Equation Driven by Multiplicative Noise

Journal of Scientific Computing ◽

10.1007/s10915-021-01480-5 ◽

2021 ◽

Vol 87 (3) ◽

Author(s):

Binjie Li ◽

Qin Zhou

Keyword(s):

Optimal Control ◽

Parabolic Equation ◽

Optimal Control Problem ◽

Control Problem ◽

Multiplicative Noise ◽

Distributed Optimal Control ◽

Stochastic Parabolic Equation

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Guaranteed cost control of uncertain continuous-time singular semi-markov jump systems with indefinite quadratic cost

2018 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc.2018.8408211 ◽

2018 ◽

Author(s):

Jingyi Zhang ◽

Shuping Ma ◽

Zhumahan Kulan

Keyword(s):

Continuous Time ◽

Cost Control ◽

Guaranteed Cost Control ◽

Markov Jump ◽

Markov Jump Systems ◽

Quadratic Cost ◽

Guaranteed Cost ◽

Indefinite Quadratic ◽

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Optimal Control Problem for Discrete-Time Markov Jump Systems with Indefinite Weight Costs

Intelligent Robotics and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-319-97586-3_13 ◽

2018 ◽

pp. 144-152

Author(s):

Hongdan Li ◽

Chunyan Han ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Indefinite Weight ◽

Markov Jump ◽

Markov Jump Systems ◽

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