Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises.
Oswaldo L. V. CostaAlexandre de OliveiraPublished in: Autom. (2012)
Keyphrases
- linear systems
- control theory
- markov chain
- sufficient conditions
- optimal control
- dynamical systems
- linear equations
- linear quadratic
- control system
- dynamic programming
- optimal solution
- sparse linear systems
- coefficient matrix
- control method
- control strategy
- search algorithm
- membership functions
- fuzzy logic
- genetic algorithm