H∞$$ {H}_{\infty } $$ constraint Pareto optimal control for discrete‐time Markov jump linear stochastic systems in finite horizon-Reference-Cited by-同舟云学术

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H∞$$ {H}_{\infty } $$ constraint Pareto optimal control for discrete‐time Markov jump linear stochastic systems in finite horizon

Published:2022-12-18 Issue: Volume: Page:
ISSN:1561-8625
Container-title:Asian Journal of Control
language:en
Short-container-title:Asian Journal of Control

Author:

Jiang Xiushan¹^ORCID,Cui Kai¹^ORCID,Zhao Dongya¹^ORCID

Affiliation:

1. College of New Energy China University of Petroleum (East China) Qingdao 266580 Shandong China

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Natural Science Foundation of Shandong Province

Publisher

Wiley

Subject

Control and Systems Engineering,Electrical and Electronic Engineering,Mathematics (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asjc.2992

Reference34 articles.

1. Markov Decision Processes with Applications to Finance

2. A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization;Dombrovskii V. V.;Autom. Remote. Control.,2003

3. Robust production and maintenance planning in stochastic manufacturing systems

4. Stabilization of linear systems over networks with bounded packet loss

5. Markov regenerative models of webservers for their user‐perceived availability and bottlenecks;Zheng Z.;IEEE Trans. Dependable Secure Comput.,2020

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