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International Journal of Control Volume 82, 2009 - Issue 2
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Original Articles

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

O.L.V. Costa Departamento de Engenharia de Telecomunicações e Controle, Escola Politécnica da Universidade de São Paulo, CEP, São Paulo, SP, BrazilCorrespondence[email protected]
&
R.T. Okimura Departamento de Engenharia de Telecomunicações e Controle, Escola Politécnica da Universidade de São Paulo, CEP, São Paulo, SP, Brazil
Pages 256-267 | Received 15 Oct 2007, Accepted 12 Mar 2008, Published online: 22 Jan 2009

Citations (11)

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Read on this site (1)

Fabio Barbieri & Oswaldo L. V. Costa. (2018) Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. International Journal of Systems Science 49:6, pages 1178-1187.
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Articles from other publishers (10)

Joao P. Cerri & Marco H. Terra. (2017) Recursive Robust Regulator for Discrete-Time Markovian Jump Linear Systems. IEEE Transactions on Automatic Control 62:11, pages 6004-6011.
Crossref
Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso & Marcos Garcia Todorov. (2015) A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information. IEEE Transactions on Automatic Control 60:5, pages 1219-1234.
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Elias Selwan, Gunhyung Park & Zoran Gajic. (2015) Optimal control of the Cuk converter used in solar cells via a jump parameter technique. IET Control Theory & Applications 9:6, pages 893-899.
Crossref
Oswaldo L.V. Costa, Marcelo D. Fragoso & Marcos G. TodorovOswaldo L.V. Costa, Marcelo D. Fragoso & Marcos G. Todorov. 2013. Continuous-Time Markov Jump Linear Systems. Continuous-Time Markov Jump Linear Systems 71 82 .
Oswaldo L.V. Costa, Marcelo D. Fragoso & Marcos G. TodorovOswaldo L.V. Costa, Marcelo D. Fragoso & Marcos G. Todorov. 2013. Continuous-Time Markov Jump Linear Systems. Continuous-Time Markov Jump Linear Systems 213 230 .
Pavel Pakshin, Julia Emelianova, Krzysztof Galkowski & Eric Rogers. (2012) Iterative learning control under parameter uncertainty and failures. Iterative learning control under parameter uncertainty and failures.
Oswaldo L.V. Costa & Alexandre de Oliveira. (2012) Optimal mean–variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. Automatica 48:2, pages 304-315.
Crossref
P. V. Pakshin, K. Gałkowski & E. Rogers. (2011) Linear-quadratic parametrization of stabilizing controls in discrete-time 2D systems. Automation and Remote Control 72:11, pages 2364-2378.
Crossref
Pavel Pakshin, Krzysztof Galkowski & Eric Rogers. (2011) Robust Stabilization of Repetitive Processes with Possible Failures⋆. IFAC Proceedings Volumes 44:1, pages 2344-2349.
Crossref
O.L.V. Costa & A. Oliveira. (2010) Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise.

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