IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-0-387-23394-9_9.html
   My bibliography  Save this book chapter

Stability and Optimal Control for Semi-Markov Jump Parameter Linear Systems

In: Recent Advances in Applied Probability

Author

Listed:
  • Kenneth J. Hochberg

    (Bar-Ilan University, Department of Mathematics and Computer Science
    College of Judea and Samaria, Department of Mathematics)

  • Efraim Shmerling

    (Bar-Ilan University, Department of Mathematics and Computer Science)

Abstract

We consider continuous-time and discrete-time jump parameter linear control systems with semi-Markov coefficients and solution jumps that coincide with jumps of a semi-Markov random process. First, we derive stability conditions for semi-Markov systems of differential equations. We then determine necessary optimality conditions for the solutions of continuous-time and discrete-time control systems.

Suggested Citation

  • Kenneth J. Hochberg & Efraim Shmerling, 2005. "Stability and Optimal Control for Semi-Markov Jump Parameter Linear Systems," Springer Books, in: Ricardo Baeza-Yates & Joseph Glaz & Henryk Gzyl & Jürgen Hüsler & José Luis Palacios (ed.), Recent Advances in Applied Probability, pages 205-221, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-23394-9_9
    DOI: 10.1007/0-387-23394-6_9
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-0-387-23394-9_9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.