Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems.

Yuriy Zacchia Lun Alessandro Abate Alessandro D'Innocenzo

Published in: ECC (2019)

Keyphrases

linear systems
linear quadratic
markov chain
dynamical systems
state space
optimal control
vector valued
closed loop
coefficient matrix
dynamic programming
sparse linear systems
sufficient conditions
search space
multiscale
pid controller
gaussian model