Jump LQR Systems With Unknown Transition Probabilities - Tzortzis, Ioannis; Charalambous, Charalambos D.; Hadjicostis, Christoforos N. (IEEE transactions on automatic control, 2021)
Keywords: Codification; Control systems; Dynamic programming; Linear quadratic regulator; Linear systems; Markov processes; Mathematical analysis; Measurement; minimax optimization; Minimax technique; nonhomogeneous Markov jump linear systems; Optimal control; Optimization; Probability distribution; Robust control; robust linear quadratic regulator; Robustness; Stochastic processes; Transition probabilities; uncertain/ambiguous transition probabilities; Uncertainty