Optimal stationary control for dynamic systems with Markov perturbations |
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| Authors: | T Morozan |
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| Institution: | INCREST , Department of Mathematics , Bdul Pacli 220, Bucharest, Romania, 79622 |
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| Abstract: | Affine continuous and discrete-time dynamic systems with homogeneous jump Markov perturbations are considered and the existence of an optimal stationary control under a quadratic cost is discussed. In order to solve this problem some new stability results for linear systems with Markov perturbations are given. |
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