Optimization of Markov jump linear system with controlled modes jump probabilities

Y Xu, X Chen - Frontiers of Electrical and Electronic Engineering in …, 2009 - Springer
The optimal control of a Markov jump linear quadratic model with controlled jump
probabilities of modes is investigated. Two kinds of mode control policies, ie, open-loop …

Optimal control of mode transition rates/probabilities for Markovian jump systems

Z Wang, Y Wang, J Zhu, W Xie - Proceedings of the 33rd …, 2014 - ieeexplore.ieee.org
In this paper, we investigate the optimal control of mode transition rates/probabilities for
continuous-time/discrete-time Markovian jump systems, respectively. Unlike the traditional …

Decision–control mechanism for Markovian jump linear systems with Gaussian noise

J Zhu, Y Wang, W Xie… - … Control Applications and …, 2016 - Wiley Online Library
This paper investigates the decision–control mechanism for Markovian jump linear systems
with Gaussian noise. The mechanism here consists of two parts: decision to govern the …

Stabilization and optimization of discrete-time Markovian jump linear systems via mode feedback control

J Zhu, K Xia, Q Ling, W Chen… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
This article is devoted to a specific kind of discrete-time switched linear systems, where the
switching signal is governed by a Markov chain, ie, Markovian jump linear systems. For such …

Control and decision strategy for a class of Markovian jump system with input constraints

Z Wang, Z Lv, J Zhu, Q Ling… - Proceedings of the 32nd …, 2013 - ieeexplore.ieee.org
The control and decision problem for a class of Markovian jump system with input
constraints is investigated in this paper. The concerned system is composed of several …

Optimal control strategy for discrete-time MJLS with controllable Markov chain and Gaussian white noise

W Yewen, J Zhu, W Xie - 2015 34th Chinese Control …, 2015 - ieeexplore.ieee.org
This paper investigates a new optimal control strategy for discrete-time Markovian Jump
Linear Systems (MJLSs) with controllable Markov chain and Gaussian white noise …

[PDF][PDF] Multiple pattern-dependent controller design for Markovian jump linear systems

T Kim, SH Kim - inase.org
This paper is concerned with deriving the stabilization condition for discrete-time Markovian
jump linear systems (MJLSs) with multiple patterns of mode transition probabilities. In the …

Mode feedback control strategy for continuous‐time Markovian jump linear systems with controllable mode transition rate matrix

W Chen, J Zhu - Optimal Control Applications and Methods, 2019 - Wiley Online Library
This paper investigates mode feedback control strategy for continuous‐time Markovian jump
linear systems with controllable mode transition rate matrix (MTRM). Based on the fact that …

Infinite-horizon linear optimal control of Markov jump systems without mode observation via state feedback

M Dolgov, UD Hanebeck - arXiv preprint arXiv:1507.00304, 2015 - arxiv.org
In this paper, we consider stochastic optimal control of Markov Jump Linear Systems with
state feedback but without observation of the jumping parameter. The proposed control law …

Stabilizable Region for Markov Jump Systems with Gaussian Transition Probability

Z Zi-heng, L Xiao-li, LIU Fei - Control Engineering of China, 2019 - kzgc.com.cn
For discrete-time Markov jump linear systems with truncated Gaussian transition
probabilities (GTP), the mean and the variance of GTP based state feedback controller and …