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From the 1 of 5 linked papers with an AI index.

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20242026
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5 papers

math.OC2026

Finite horizon stochastic control for continuous-time mean-field systems with Poisson jumps

Huimin Han, Shaolin Ji, Weihai Zhang

The paper develops a finite‑horizon stochastic H₂/H∞ control method for continuous‑time mean‑field systems with Poisson jumps, deriving a bounded‑real lemma and showing that solvab…

math.OC2026

Stochastic Bounded Real Lemma and Control of Difference Systems in Hilbert Spaces

Cheng'ao Li, Ting Hou, Weihai Zhang +1

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the control problem for discrete-time stochastic linear systems defined…

math.OC2025

Small Gain Theorem-Based Robustness Analysis of Discrete-Time MJLSs with the Markov Chain on a Borel Space and Its Application to NCSs

Chunjie Xiao, Ting Hou, Weihai Zhang +1

This paper is concerned with the robustness of discrete-time Markov jump linear systems (MJLSs) with the Markov chain on a Borel space. For this general class of MJLSs, a small gai…

math.OC2025

Detectability, Riccati Equations, and the Game-Based Control of Discrete-Time MJLSs with the Markov Chain on a Borel Space

Chunjie Xiao, Ting Hou, Weihai Zhang +1

In this paper, detectability is first put forward for discrete-time Markov jump linear systems with the Markov chain on a Borel space (, ). Under the assumptio…

math.OC2024

Stability and Bounded Real Lemmas of Discrete-Time MJLSs with the Markov Chain on a Borel Space

Chunjie Xiao, Ting Hou, Weihai Zhang

In this paper, exponential stability of discrete-time Markov jump linear systems (MJLSs) with the Markov chain on a Borel space is studied, and bounded real…