Infinite horizon H<inf>2</inf>/H<inf>∞</inf> optimal control for discrete-time infinite Markov jump systems with (x, u, v)-dependent noise

PROCEEDINGS ARTICLE published July 2017 in 2017 36th Chinese Control Conference (CCC)

Authors: Liu Yueying | Hou Ting | Bai Xingzhen

Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations

JOURNAL ARTICLE published March 1990 in SIAM Journal on Control and Optimization

Authors: Constantin Tudor

On Minimum Cost Per Unit Time Control of Markov Chains

JOURNAL ARTICLE published November 1984 in SIAM Journal on Control and Optimization

Authors: Vivek S. Borkar

A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes

JOURNAL ARTICLE published January 2001 in SIAM Journal on Control and Optimization

Authors: Anthony Almudevar

Infinite Horizon Optimal Control Problems with Discount Factor on the State, Part I: Analysis of the Controlled State Equation

JOURNAL ARTICLE published 30 June 2023 in SIAM Journal on Control and Optimization

Research funded by Ministerio de Ciencia, Innovación y Universidades (PID2020-114837GB-I00)

Authors: Eduardo Casas | Karl Kunisch

Optimal Control of Continuous-Time Markov Chains with Noise-Free Observation

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: A. Calvia

Consensus of Discrete-Time Second-Order Multiagent Systems Based on Infinite Products of General Stochastic Matrices

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Yao Chen | Jinhu Lü | Xinghuo Yu | Zongli Lin

Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Authors: Enrico Biffis | Fausto Gozzi | Cecilia Prosdocimi

On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems

JOURNAL ARTICLE published January 2020 in SIAM Journal on Control and Optimization

Research funded by Horizon 2020 Framework Programme (668998)

Authors: Tobias Breiten | Laurent Pfeiffer

CONTROL OF MARKOV PROCESSES WITH DISCRETE TIME AND SEMI-MARKOV PROCESSES

BOOK CHAPTER published December 2005 in Mathematical Theory of Adaptive Control

Pathwise Stochastic Optimal Control

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: L. C. G. Rogers

Gradual-Impulsive Control for Continuous-Time Markov Decision Processes with Total Undiscounted Costs and Constraints: Linear Programming Approach via a Reduction Method

JOURNAL ARTICLE published June 2022 in SIAM Journal on Control and Optimization

Research funded by Engineering and Physical Sciences Research Council (EP/T018216/1)

Authors: Alexey Piunovskiy | Yi Zhang

Stability of Piecewise-Deterministic Markov Processes

JOURNAL ARTICLE published January 1999 in SIAM Journal on Control and Optimization

Authors: François Dufour | Oswaldo L. V. Costa

A Finite Fuel Stochastic Control Problem on a Finite Time Horizon

JOURNAL ARTICLE published November 1992 in SIAM Journal on Control and Optimization

Authors: A. P. N. Weerasinghe

Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Xianping Guo | Yonghui Huang | Xinyuan Song

Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Dan Goreac

An Analogue of Shannon Information Theory for Detection and Stabilization via Noisy Discrete Communication Channels

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: Alexey S. Matveev | Andrey V. Savkin

Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon

JOURNAL ARTICLE published January 2016 in SIAM Journal on Control and Optimization

Authors: Xueran Wu | Birgit Jacob | Hendrik Elbern

The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions

JOURNAL ARTICLE published March 1991 in SIAM Journal on Control and Optimization

Authors: Viorel Barbu

Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by Republic of Cyprus (POST-DOC/0916/0139) | Academy of Finland (317726) | European Regional Development Fund (POST-DOC/0916/0139)

Authors: Ioannis Tzortzis | Charalambos D. Charalambous | Themistoklis Charalambous