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Jump Linear Quadratic control with Random state discontinuities

โœ Scribed by M. Mariton

Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
372 KB
Volume
23
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

In a random environment, Jump Linear Quadratic control problems are studied. Random state discontinuities are included in the analysis and the corresponding optimal regulator is obtained. The introduction of stochastic notions of stabilizability and detectability gives a direct characterization of the asymptotic behaviour of the optimal system.

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