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Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems (extended version)
[article]
2019
arXiv
pre-print
We take into account this aspect by considering Markov jump linear systems where the underlying Markov chain is polytopic and time-inhomogeneous, i.e. its transition probability matrix is varying over ...
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. ...
INTRODUCTION In discrete-time Markov jump linear systems (MJLSs), the transition probabilities of jumps between operational modes are fundamental in determining the dynamic behaviour [1] . ...
arXiv:1903.03091v1
fatcat:j64eudp7dvhplj6ik2dmz4o3au
A Combined Multiple Model Adaptive Control Scheme and Its Application to Nonlinear Systems With Nonlinear Parameterization
2012
IEEE Transactions on Automatic Control
Author's reply to comments on "Decentralized stabilization of intercon- ...
Ishii, H., +, TAC Nov. 2012 2703-2717
Consensus-Based Distributed Multiple Model UKF for Jump Markov Non-
linear Systems. ...
Blanchini, F., +, TAC Jan. 2012 216-221
Consensus-Based Distributed Multiple Model UKF for Jump Markov Non-
linear Systems. ...
doi:10.1109/tac.2011.2176162
fatcat:2airdooti5fi7kmuozmodywcga
Fourier's Method of Linear Programming and Its Dual
1986
The American mathematical monthly
60Jxx
Markov processes
60J05
Discrete-time Markov processes on general state spaces
60J10
Markov chains (discrete-time Markov processes on discrete state
spaces)
60J20
Applications of Markov chains ...
Markov and Lagrange spectra and generalizations
11J13
Simultaneous homogeneous approximation, linear forms
11J17
Approximation by numbers from a fixed field
11J20
Inhomogeneous linear forms
11J25 ...
matter (hydrodynamics, etc.) 83C57 Black holes 83C60 Spinor and twistor methods; Newman-Penrose formalism 83C65 Methods of noncommutative geometry [See also 58B34] 83C75 Space-time singularities, cosmic ...
doi:10.2307/2322281
fatcat:yvhgyh2epbcwdoqdhuaopkcrue
[IEEE Robotics & Automation Society]
2012
IEEE robotics & automation magazine
This Paper considers the problem of constrained stabilization of linear continuous-time systems when a quadratic cost criterion is imposed in the design of state feedback control law. ...
The linear quadratic regulator (LQR) is solved under positivity constraint, which means that the resulting closed-loop systems are not only optimally stable, but also positive. ...
doi:10.1109/mra.2012.2229854
fatcat:rjrxtwk4jbcgjpvjdad6mougsq
IEEE Robotics & Automation Society
2012
IEEE robotics & automation magazine
This Paper considers the problem of constrained stabilization of linear continuous-time systems when a quadratic cost criterion is imposed in the design of state feedback control law. ...
The linear quadratic regulator (LQR) is solved under positivity constraint, which means that the resulting closed-loop systems are not only optimally stable, but also positive. ...
doi:10.1109/mra.2012.2230568
fatcat:33actbknxrel3jnag2kx7cncem
IEEE Robotics & Automation Society
2011
IEEE robotics & automation magazine
This Paper considers the problem of constrained stabilization of linear continuous-time systems when a quadratic cost criterion is imposed in the design of state feedback control law. ...
The linear quadratic regulator (LQR) is solved under positivity constraint, which means that the resulting closed-loop systems are not only optimally stable, but also positive. ...
doi:10.1109/mra.2011.941112
fatcat:owvu2behc5hulpcae2dp5myigm
IEEE Robotics & Automation Society
2011
IEEE robotics & automation magazine
This Paper considers the problem of constrained stabilization of linear continuous-time systems when a quadratic cost criterion is imposed in the design of state feedback control law. ...
The linear quadratic regulator (LQR) is solved under positivity constraint, which means that the resulting closed-loop systems are not only optimally stable, but also positive. ...
doi:10.1109/mra.2011.943480
fatcat:d2wvloyv6jcbzp2yathd52mx2u
On Fitting Finite Dirichlet Mixture Using ECM and MML
[chapter]
2005
Lecture Notes in Computer Science
The system is analysed for different active periods corresponding to the service time of an M/G/1 queue and the busy period of an M/G/1 queue. ...
The steady-state distribution of the buffer content and related performance measures are obtained. Special cases such as Erlang, exponential and deterministic service times are discussed. ...
However, there are physical systems that are not described by Markov processes. One of such systems is described by quantum quadratic stochastic processes (q.q.s.p.). ...
doi:10.1007/11551188_19
fatcat:gtzi5u6emvfyxea3zbklobnvom
The Vessel Schedule Recovery Problem (VSRP) – A MIP model for handling disruptions in liner shipping
2013
European Journal of Operational Research
We illustrate the application of these ideas in four major problems: a) integration of planning and scheduling in batch processes that lead to large-scale mixed-integer linear programs, b) optimization ...
This talk provides an overview of major modeling and computational challenges in the development of deterministic and stochastic linear/nonlinear mixedinteger optimization models for planning and scheduling ...
the models under linear price/demand and quadratic costs. ...
doi:10.1016/j.ejor.2012.08.016
fatcat:c27kagfnxnhjfbil2rydhjhomm
Abstracts of Working Papers in Economics
1997
Abstracts of Working Papers in Economics
This unusual result is due to the effect of the initial sample observations that are typically neglected in theoretical asymptotic analysis, in spile of their empirical relevance. ...
AB We show that the bias of estimated parameters in autoregressive models can increase as the sample size grows. ...
It is found that robustness depends on the contemporaneous covariance between the disturbances of the cointegrating regression and the shocks driving the regressors and on the extent of the deviation from ...
doi:10.1017/s0951007900003430
fatcat:oihawd6jxbdrbipl5wzi254txi
Adaptive observer design for parabolic partial differential equations
2017
This thesis addresses the observer design problem, for a class of linear one-dimensional parabolic Partial Differential Equations, considering the simultaneous estimation of states and parameters from ...
The design steps seek to reject time-varying parameter uncertainties setting forth a type of differential boundary value problems (Kernel-PDE/ODEs) to accomplish its objective, the solution of which is ...
This type of model considers the variation of θ as the output of a linear system excited by random jumps (random time τ i ) of unknown magnitude (η 1 and η 2 ), where ω is a completely unknown sequence ...
doi:10.25560/49454
fatcat:y5sqzonusfhgbofa54uzebyr4y
Connecting Performance Analysis and Visualization to Advance Extreme Scale Computing (Dagstuhl Seminar 14022) Randomized Timed and Hybrid Models for Critical Infrastructures (Dagstuhl Seminar 14031) Planning with Epistemic Goals (Dagstuhl Seminar 14032)
2014
unpublished
linear hybrid systems. ...
In contrast to probabilistic discrete jumps, other formalisms, e.g., Piecewise Deterministic Markov Processes (Davis, 1993), allow initialized jumps to take place at random times (in the style of CTMCs ...
ICT systems. ...
fatcat:iqk466everfcdhf5guvz5ph2ee
The airline pricing problem
[article]
2018
Inventory control then optimally controls availability of each booking class as a function of expected demand and remaining inventory. ...
To this end we conduct a sensitivity analysis of the customer choice model, allowing to numerically compute the gradient of booking probabilities with respect to prices and product attributes. ...
Conversely, given desired order p + 1, this yields a system of linear equations for a, c, and B. ...
doi:10.25673/4740
fatcat:dvawfnbvlzhqnhckv7ne3uaaka
An object representation and methods for uncertainty-aware shape estimation and grasping
[article]
2015
One of the keys to understanding intelligence is the experience of reproducing it, building it into systems we create. ...
Finally, the grasp and estimation methods are integrated to systems used to demonstrate or quantify in simulated and real environments the benefits and limitations of the representation. ...
The sum of the task and control cost terms is a quadratic term in the new state. At each time step the controller computes an acceleration that minimizes these quadratic costs. ...
doi:10.18419/opus-3537
fatcat:xkcy7574wbd2xkujktetjc6fte