文章基本信息

标题：Robust LQR for time-inhomogeneous Markov jump switched linear systems
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作者：Yuriy Zacchia Lun ; Alessandro D’Innocenzo ; Maria Domenica Di Benedetto 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：2199-2204
DOI：10.1016/j.ifacol.2017.08.281
语种：English
出版社：Elsevier
摘要：AbstractMarkov 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.
关键词：KeywordsMarkov decision processesuncertaintyrobust controllinear optimal regulators