Jump linear quadratic regulator with controlled jump rates

Deals with the class of continuous-time linear systems with Markovian jumps. We assume that jump rates are controlled. Our purpose is to study the jump linear quadratic (JLQ) regulator of the class of systems. The structure of the optimal controller is established. For a one-dimensional (1-D) system...

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Veröffentlicht in:IEEE transactions on automatic control 2001-02, Vol.46 (2), p.301-305
Hauptverfasser: Boukas, E.K., Liu, Z.K.
Format: Artikel
Sprache:eng
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