Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control. (English) Zbl 0714.93060

Ji, Yuandong; Chizeck, Howard Jay

IEEE Trans. Autom. Control 35, No. 7, 777-788 (1990).

MSC:

93E20	Optimal stochastic control
49K45	Optimality conditions for problems involving randomness
93C15	Control/observation systems governed by ordinary differential equations
93C05	Linear systems in control theory
60J75	Jump processes (MSC2010)
49N10	Linear-quadratic optimal control problems

Keywords:

jumping parameters; finite-state Markov processes; controllability; stabilizability; jump linear quadratic (JLQ) optimal control; observability; detectability; continuous-time