5 papers · 1 filter
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…
Finite horizon stochastic control for continuous-time mean-field systems with Poisson jumps
Huimin Han, Shaolin Ji, Weihai Zhang
The stochastic control problem for continuous-time mean-field stochastic differential equations with Poisson jumps over finite horizon is investigated in this paper.…
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…
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 assumption…
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 l…