Optimal stationary control for dynamic systems with Markov perturbations
Author:
T. Morozan a
| Affiliation: | a INCREST, Department of Mathematics, Bucharest, Romania |
DOI:
10.1080/07362998308809016
Publication Frequency:
6 issues per year
Formats available:
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(English)
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Abstract
Affine continuous and discrete-time dynamic systems with homogeneous jump Markov perturbations are considered and the existence of an optimal stationary control under a quadratic cost is discussed. In order to solve this problem some new stability results for linear systems with Markov perturbations are given.
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