LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
โ Scribed by Peng Cheng; Olivier Scaillet
- Book ID
- 111043087
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 176 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0960-1627
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This paper deals with the problem of how to render the jump linear quadratic (JLQ) control robust. Mainly, we present sufficient conditions for quadratic stabilization and guaranteed cost control of uncertain jump linear system using state feedback control. The proposed control law contains two comp
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 t