Stabilization and Optimal Control for Discrete-Time Markov Jump Linear System With Multiplicative Noises and Input Delays: A Complete Solution.
Chunyan HanZidong WangHuanshui ZhangParesh DatePublished in: IEEE Trans. Autom. Control. (2024)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- markov chain
- control problems
- dynamic programming
- control strategy
- feedback control
- production planning
- infinite horizon
- reinforcement learning
- risk sensitive
- class of nonlinear systems
- markov processes
- solving nonlinear
- linear systems
- closed form
- hamilton jacobi bellman
- differential equations
- closed loop
- brownian motion
- steady state
- state space