Stability for the Long Run Average Cost for Markov Jump Linear Systems

• Grant number: 10/04968-1
• Support Opportunities: Scholarships in Brazil - Master
• Start date: October 01, 2010
• End date: February 29, 2012
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Eduardo Fontoura Costa
• Grantee: Brenno Gustavo Barbosa
• Host Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil

Abstract

Markov jump linear systems are widely known as an important class of systems, as they present interesting features that resemble the ones of deterministic linear systems, and can be employed in many applications.However, there are still some relevant issues to be studied, as the stability of finite long run average cost control for this class of systems. In fact, in certain situations the cost incurred by the controller (obtained via the long run average cost problem) is finite, and still the controlled system is not stable. In this work we aim at studying conditions to ensure stability for this type of control and system.This subject is relevant for applications, as stability is obviously required in real systems, and is theoretically involving, with potential for publication.

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

BARBOSA, BRENNO G.; COSTA, EDUARDO F.. Lagrange Asymptotic Stability of Weak Detectable Markov Jump Linear Systems With Bounded Long Run Average Cost. IEEE Transactions on Automatic Control, v. 58, n. 5, p. 1280-1283, MAY 2013. (10/04968-1, 10/12360-3)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

BARBOSA, Brenno Gustavo. Stability of detectable systems with bounded long run average cost. 2012. Master's Dissertation - Universidade de São Paulo (USP). Instituto de Ciências Matemáticas e de Computação (ICMC/SB) São Carlos.