Near-optimal controls of random-switching LQ problems with indefinite control weight costs
暂无分享,去创建一个
[1] A. Skorokhod,et al. An averaging principle for dynamical systems in Hilbert space with Markov random perturbations , 1996 .
[2] P. Hartman. Ordinary Differential Equations , 1965 .
[3] A. A. Pervozvanskiĭ,et al. Theory of Suboptimal Decisions: Decomposition and Aggregation , 1988 .
[4] Gang George Yin,et al. Weak Convergence of Hybrid Filtering Problems Involving Nearly Completely Decomposable Hidden Markov Chains , 2002, SIAM J. Control. Optim..
[5] H. Chizeck,et al. Jump Linear Quadratic Gaussian Control in Continuous Time , 1991, 1991 American Control Conference.
[6] P. Kokotovic,et al. A singular perturbation approach to modeling and control of Markov chains , 1981 .
[7] G. Yin,et al. Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach , 1997 .
[8] Qing Zhang,et al. Hierarchical Decision Making in Stochastic Manufacturing Systems , 1994 .
[9] Gang George Yin,et al. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model , 2003, SIAM J. Control. Optim..
[10] Xun Yu Zhou,et al. Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon , 2002, Commun. Inf. Syst..
[11] J. Filar,et al. Algorithms for singularly perturbed limiting average Markov control problems , 1992 .
[12] X. Zhou,et al. Stochastic Controls: Hamiltonian Systems and HJB Equations , 1999 .
[13] Xun Yu Zhou,et al. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II , 2000, SIAM J. Control. Optim..
[14] M. Mariton,et al. Robust jump linear quadratic control: A mode stabilizing solution , 1985 .
[15] T. Björk. Finite dimensional optimal filters for a class of ltô- processes with jumping parameters , 1980 .
[16] Gang George Yin,et al. On nearly optimal controls of hybrid LQG problems , 1999, IEEE Trans. Autom. Control..
[17] T. Başar,et al. H∞-Control of Markovian Jump Systems and Solutions to Associated Piecewise-Deterministic Differential Games , 1995 .