A Note on an LQG Regulator with Markovian Switching and Pathwise Average Cost

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dc.contributor.authorGhosh, Mrinal K.en_US
dc.contributor.authorArapostathis, Aristotleen_US
dc.contributor.authorMarcus, Steven I.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:57:00Z
dc.date.available2007-05-23T09:57:00Z
dc.date.issued1994en_US
dc.description.abstractWe 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.en_US
dc.format.extent357644 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/5535
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1994-61en_US
dc.subjectlinear systemsen_US
dc.subjectstochastic systemsen_US
dc.subjectintelligent servoen_US
dc.subjecthybrid systemsen_US
dc.subjectSystems Integration Methodologyen_US
dc.titleA Note on an LQG Regulator with Markovian Switching and Pathwise Average Costen_US
dc.typeTechnical Reporten_US

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