The note presents an algorithm for the average cost control problem of continuous-time Markov jump linear systems. The controller assumes a linear state-feedback form and the corresponding control gain does not depend on the Markov chain. In this scenario, the control problem is that of minimizing the long-run average cost. As an attempt to solve the problem, we derive a global convergent algorithm that generates a gain satisfying necessary optimality conditions. Our algorithm has practical implications, as illustrated by the experiments that were carried out to control an electronic dc–dc buck converter. The buck converter supplied a load that suffered abrupt changes driven by a homogeneous Markov chain. Besides, the source of ...
We demonstrate here that a necessary condition of optimality studied in a previous paper is in fact ...
The paper deals with Markov jump linear system driven by wide-sense stationary noise, stabilizable i...
In this paper, we present an analytical framework to investigate time-optimal trajectories in dc-dc ...
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)Conselho Nacional de Desenvolvime...
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Ci...
This paper deals with the control problem of discrete-time Markov jump linear systems for the case i...
This brief broadens readers’ understanding of stochastic control by highlighting recent advances in ...
This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the M...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
This chapter deals with positive linear systems in continuous-time affected by a switching signal re...
Summary The note presents an output feedback control strategy for Markov jump linear systems with no...
This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the M...
The paper considers a problem of optimal control of a linear system with the parameters dependent on...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
We demonstrate here that a necessary condition of optimality studied in a previous paper is in fact ...
The paper deals with Markov jump linear system driven by wide-sense stationary noise, stabilizable i...
In this paper, we present an analytical framework to investigate time-optimal trajectories in dc-dc ...
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)Conselho Nacional de Desenvolvime...
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Ci...
This paper deals with the control problem of discrete-time Markov jump linear systems for the case i...
This brief broadens readers’ understanding of stochastic control by highlighting recent advances in ...
This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the M...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
This chapter deals with positive linear systems in continuous-time affected by a switching signal re...
Summary The note presents an output feedback control strategy for Markov jump linear systems with no...
This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the M...
The paper considers a problem of optimal control of a linear system with the parameters dependent on...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear s...
We demonstrate here that a necessary condition of optimality studied in a previous paper is in fact ...
The paper deals with Markov jump linear system driven by wide-sense stationary noise, stabilizable i...
In this paper, we present an analytical framework to investigate time-optimal trajectories in dc-dc ...