Markov jump switched linear systems (MJSLSs) are switched linear systems, where a switching signal is governed by a Markov decision process. We consider a polytopic time-inhomogeneous setting, where the transition probabilities (between the operational modes of the system) associated to each discrete action are varying over time, with variations that are arbitrary within a polytopic set. We present and solve for this class of systems the finite horizon optimal control problem.
|Titolo:||Robust LQR for time-inhomogeneous Markov jump switched linear systems|
|Data di pubblicazione:||2017|
|Appare nelle tipologie:||4.1 Contributo in Atti di convegno|