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.

Robust LQR for time-inhomogeneous Markov jump switched linear systems

ZACCHIA LUN, YURIY;D'Innocenzo, Alessandro;Benedetto, Maria Domenica Di
2017-01-01

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11697/120932
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