Optimal mean–variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

Stochastic Nash Games for Markov Jump Linear Systems with State- and Control-Dependent Noise

“…There exists a very rich list of references of articles and books dealing with control problems for this class of systems (see, e.g., [3,11,12,22] and the references therein). Now, this kind of system has proven being useful in describing hybrid dynamics arising in electric power systems [21], communications systems [1], control of nuclear power plants [27], manufacturing systems [4,14], and economic systems (see [8,13,20,37,38], etc).…”

tochastic Stability Analysis for Markovian Jump Neutral Nonlinear Systems

“…In , the estimation problem was studied for a class of MJSs with time-varying transition probabilities, which was considered to be finite piecewise homogeneous. In Costa and Oliveira (2012), the stochastic optimal control problem was researched for discretetime linear systems subject to Markov jumps and multiplicative noises under two criteria. In Fei et al (2009), a new delay-dependent stochastic stability criterion for a class of MJSs with time delay was derived based on a novel Lyapunov-Krasovskii functional ap-proach.…”

Controle e filtragem para sistemas lineares discretos incertos sujeitos a saltos Markovianos

“…Como exemplos de projetos de controladores dependentes do modo podem ser citados [9,18,19,28,29,38,39], enquanto [46, 65,105] representam a categoria de controladores independentes do modo. Na mesma linha, ao passo que [18,39,82] são exemplos de estimadores de estados dependentes do modo, [24,25,26,34,35,57,58] ilustram a classe de projetos independentes do modo.…”