Abstract
Summary form only given. The continuous-time Markov Jump Linear Systems (MJLS) are defined as a family of linear systems with randomly jumping parameters governed by a continuous-time Markov jump process and usually used to described systems subject to failures or changes in structure. The MJLS have been studied extensively since the work of Krasovskii and Lidskii [1]. Regarding stability conditions, optimal control problems and applications, see for instance [2], [4], [5], [6] and the references therein. In particular, a significant effort has been devoted to the Jump Linear Quadratic (JLQ) optimal control problem. Under the assumption that the process state is available to the controller, the solution of JLQ control problem was developed in [2] and [3], [4], [5] for finite and infinite horizon cases, respectively.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
