1 - 3 of 3 Chapters
[Markov jump linear systems represent a class of stochastic systems able to represent processes subject to abrupt random variations. In this book, we present some recent advances for the control of such a class of systems, in particular when the controller does not have access to the Markovian...
[In this chapter, we present the finite-time control problem of Markov jump linear systems for the case in which the controller does not have access to the state of the Markov chain. A necessary optimal condition, which is nonlinear with respect to the optimizing variables, is introduced and the...
[This chapter presents conditions for which the optimal finite-stage cost, divided by the number of stages, converges to the optimal long-run average cost as the number of stages goes to infinity. The main condition is based on a controllability to the origin property. The discrete-time...
Read and print from thousands of top scholarly journals.
Continue with Facebook
Log in with Microsoft
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Sign Up Log In
To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.
To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.