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Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters

✍ Scribed by Fragoso, Marcelo D.; Baczynski, Jack

Book ID
118207819
Publisher
Society for Industrial and Applied Mathematics
Year
2001
Tongue
English
Weight
313 KB
Volume
40
Category
Article
ISSN
0363-0129

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πŸ“œ SIMILAR VOLUMES

Full InformationH∞-Control for Discrete-
Full InformationH∞-Control for Discrete-Time Infinite Markov Jump Parameter Systems
✍ O.L.V. Costa; J.B.R. do Val πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 316 KB

In this paper we consider the full information discrete-time H -control problem Ο± for the class of linear systems with Markovian jumping parameters. The state-space of the Markov chain is assumed to take values in a countably infinite set. Full information here means that the controller has access t