Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
Author:
Affiliation:
1. Institute of Mathematics “Simion Stoilow” of the Romanian Academy; Research Unit 2, 1-764 Bucharest RO-014700 Romania
2. Institute of Engineering; Hiroshima University; 1-4-1, Kagamiyama Higashi-Hiroshima 739-8527 Japan
Publisher
Wiley
Subject
Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering
Reference25 articles.
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3. The linear quadratic regulator problem for a class of controlled systems modeled by singularly perturbed Itô differential equations;Dragan;SIAM Journal on Control Optimization,2012
4. Mukaidani H Yamamoto T Dragan V Nash strategy of multiparameter singularly perturbed Markov jump stochastic systems with state- and sontrol-dependent noise Proceedings of the American Control Conference Montreal, Canada 2012 1621 1626
5. Continuous-Time Markov Jump Linear Systems
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Control Optimization of Stochastic Systems Based on Adaptive Correction CKF Algorithm;International Journal of Aerospace Engineering;2020-08-01
2. Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters;European Journal of Control;2019-11
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