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Finite-time H2/H∞ control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps.
Zhiguo Yan
Shiyu Zhong
Shuping He
Published in:
Syst. Control. Lett. (2022)
Keyphrases
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brownian motion
stochastic process
poisson process
optimal control
markov chain
closed form
control system
diffusion process
stochastic processes
objective function
special case
control strategy
euclidean space
closed form solutions
heavy traffic
vector valued