×

Robust stabilizability based on SLQ optimal control for systems with Markovian jumping parameters. (Chinese. English summary) Zbl 1135.93367

Summary: The robustness of the optimal controller for stochastic systems is considered. the Lyapunov method is employed, and algebraic criteria for the robust stability of systems with uncertainties and Markovian jumping parameters are given, which is based on the nominal linear quadratic optimal controller. We maintained basically the original desire that the cost weighting matrices \(Q\) and \(R\) might be indefinite.

MSC:

93D21 Adaptive or robust stabilization
93E03 Stochastic systems in control theory (general)
PDFBibTeX XMLCite