Jump linear quadratic regulator with controlled jump rates

IEEE Transactions on Automatic Control

Volumn 46, Issue 2, 2001, Pages 301-305

  Boukas, E K ^a   Liu, Z K ^a  

^a ÉCOLE POLYTECHNIQUE DE MONTRÉAL   (Canada)

Author keywords

Controlled jump Marcov process; Dynamic programming; Jump linear quadratic regulator; Jump linear system

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; MARKOV PROCESSES; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; PROBABILITY DISTRIBUTIONS; RICCATI EQUATIONS;

JUMP LINEAR QUADRATIC (JLQ) REGULATORS;

LINEAR CONTROL SYSTEMS;

EID: 0035250111     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.905698     Document Type: Article

References (9)

1. Manufacturing flow control and preventive maintenance: A stochastic control approach
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3. Random differential equations in control theory
4. Feedback regulators for jump parameter systems with state and control dependent transition rates
5. Analysis design of controller in systems with random attributes - Part 1
6. Necessary and sufficient conditions for robust stability and stabilizability of continuous-time linear systems with Markovian jumps