2 papers
math.OC2026
Chance-Constrained Covariance Steering for Discrete-Time Markov Jump Linear Systems
Shaurya Shrivastava, Kenshiro Oguri
In this paper, we solve the chance-constrained covariance steering problem for discrete-time Markov Jump Linear Systems (MJLS) using a convex optimization framework. We derive the…
math.OC2024
Robust Controller Synthesis under Markovian Mode Switching with Periodic LTV Dynamics
Shaurya Shrivastava, Kenshiro Oguri
In this work, we propose novel LMI-based controller synthesis frameworks for periodically time-varying Markov-jump linear systems. We first discuss the necessary conditions for mea…