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Summary This paper is concerned with the finite-time guaranteed cost control problem for stochastic Markovian jump systems with incomplete transition rates. By a mode-dependent approach (MDA), several new sufficient conditions… Click to show full abstract
Summary This paper is concerned with the finite-time guaranteed cost control problem for stochastic Markovian jump systems with incomplete transition rates. By a mode-dependent approach (MDA), several new sufficient conditions for the existence of state and output feedback finite-time guaranteed cost controllers are provided, and the upper bound of cost function is more accurately expressed. Moreover, these results' superiorities are analyzed and shown. A new N-mode optimization algorithm is given to minimize the upper bound of cost function. Finally, a detailed example is utilized to demonstrate the merit of the proposed results. Copyright © 2016 John Wiley & Sons, Ltd.
Journal Title: International Journal of Robust and Nonlinear Control
Year Published: 2017
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