Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time

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Autor(es): dc.contributorUniversidade de São Paulo (USP)-
Autor(es): dc.contributorUniversidade Estadual de Campinas (UNICAMP)-
Autor(es): dc.creatorNespoli, Cristiane-
Autor(es): dc.creatorCáceres, Yusef-
Data de aceite: dc.date.accessioned2025-08-21T15:36:56Z-
Data de disponibilização: dc.date.available2025-08-21T15:36:56Z-
Data de envio: dc.date.issued2022-04-29-
Data de envio: dc.date.issued2022-04-29-
Data de envio: dc.date.issued2013-01-01-
Fonte completa do material: dc.identifierhttp://dx.doi.org/10.1109/CDC.2013.6761120-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/11449/231333-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/11449/231333-
Descrição: dc.descriptionThis article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence of a fix number N of failures or repair periods (TN) after which the system is brought to a halt for maintenance. The stochastic stability in the appropriate sense is studied and a reconfigurable controller is derived at each jump time in the form of a linear feedback gain. The available information to the controller includes the imperfect knowledge of the jump state. In this framework, an optimal solution for the problem with complete Markov state observation, and a sub-optimal solution for the problem with incomplete state observation are presented. Both solutions are based on linear matrix inequalities (LMI). © 2013 IEEE.-
Descrição: dc.descriptionDepartment of Mathematics and Computing, State University of São Paulo, 19060-900 Pres. Prudente, SP-
Descrição: dc.descriptionFaculty of Electrical Engineering and Computing, State University of Campinas, 13081-970 Campinas, SP-
Formato: dc.format7752-7758-
Idioma: dc.languageen-
Relação: dc.relationProceedings of the IEEE Conference on Decision and Control-
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Título: dc.titleStochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time-
Tipo de arquivo: dc.typeaula digital-
Aparece nas coleções:Repositório Institucional - Unesp

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