| Texto completo | |
| Autor(es): |
Vargas, Alessandro N.
;
Costa, Eduardo F.
;
do Val, Joao B. R.
;
IEEE
Número total de Autores: 4
|
| Tipo de documento: | Artigo Científico |
| Fonte: | PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14; v. N/A, p. 2-pg., 2006-01-01. |
| Resumo | |
The paper deals with Markov jump linear system driven by wide-sense stationary noise, stabilizable in the mean square sense by linear feedback controls, which may or my not depend on the observation of the underlying Markov jump state. The main result is an evaluation that connects the finite and the long run average costs in terms of a two-sided bound for the former cost. The derived evaluation allows us to conclude straightforwardly on the existence of the long run average cost, and hence, on the existence of the optimal control solution. For given initial condition and control, the evaluation also can be faced as an error bound for the approximation of the long run average cost by associate finite-horizon costs, thus setting an initial landmark on approximation techniques. (AU) | |
| Processo FAPESP: | 04/15672-5 - Estabilidade de controladores de custo limitado, estacionarios e aproximativos para sistemas nao lineares. |
| Beneficiário: | Eduardo Fontoura Costa |
| Modalidade de apoio: | Auxílio à Pesquisa - Regular |
| Processo FAPESP: | 04/06947-0 - Sistemas lineares sujeitos a saltos markovianos: estabilidade e controle com observacao incompleta da cadeia. |
| Beneficiário: | Alessandro Do Nascimento Vargas |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |
| Processo FAPESP: | 03/06736-7 - Controle e filtragem de sistemas estocásticos markovianos com saltos nos parâmetros |
| Beneficiário: | João Bosco Ribeiro do Val |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |