Institute for Systems Research Technical Reports

Permanent URI for this collectionhttp://hdl.handle.net/1903/4376

This archive contains a collection of reports generated by the faculty and students of the Institute for Systems Research (ISR), a permanent, interdisciplinary research unit in the A. James Clark School of Engineering at the University of Maryland. ISR-based projects are conducted through partnerships with industry and government, bringing together faculty and students from multiple academic departments and colleges across the university.

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1992 - 19942

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Author: search.filters.author.Arapostathis, AristotleSubject: search.filters.subject.linear systems

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    A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost
    (1994) Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.; ISR
    We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the pathwise average cost over the infinite planning horizon.
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    A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost
    (1992) Ghosh, Mrinal K.; Arapostathis, Aristotle; Marcus, Steven I.; ISR
    We study a linear system with a Markovian switching parameter perturbed by white noise. The cost function is quadratic. Under certain conditions, we find a linear feedback control which is almost surely optimal for the pathwise average cost over the infinite planning horizon.