Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept

Journal of Optimization Theory and Applications

Volumn 114, Issue 1, 2002, Pages 69-96

  Do Val, J B R ^a   Costa, E F ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

detectability and observability of stochastic systems; Markov systems; multivariable control; mumerical methods for stochastic systems; optimal control

Indexed keywords

ALGEBRA; LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; NUMERICAL METHODS; OBSERVABILITY; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

DETECTABILITY; DETECTABILITY AND OBSERVABILITY OF STOCHASTIC SYSTEM; LINEAR QUADRATIC CONTROL PROBLEM; LINEAR QUADRATIC PROBLEM; MARKOV JUMP LINEAR SYSTEMS; MARKOV SYSTEMS; MULTIVARIABLE CONTROL; MUMERICAL METHOD FOR STOCHASTIC SYSTEM; NUMERICAL SOLUTION; OPTIMAL CONTROLS;

STOCHASTIC SYSTEMS;

EID: 0036265553     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015412121001     Document Type: Article

References (12)

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