Jump linear systems are defined as a family of linear systems with randomly jumping
parameters (usually governed by a Markov jump process) and are used to model systems …

This paper addresses the dynamic output feedback control problem of continuous-time
Markovian jump linear systems. The fundamental point in the analysis is an LMI …

This book is concerned with continuous-time Markov chains. It develops an integrated
approach to singularly perturbed Markovian systems, and reveals interrelations of stochastic …

Most practical processes such as chemical reactor, industrial furnace, heat exchanger, etc.,
are nonlinear stochastic systems, which makes their con trol in general a hard problem …

This book gives a systematic treatment of singularly perturbed systems that naturally arise in
control and optimization, queueing networks, manufacturing systems, and financial …

This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems
from existing and emerging applications in optimization and control of complex systems in …

The H2-norm control problem of discrete-time Markov jump linear systems is addressed in
this paper when part of, or the total of the Markov states is not accessible to the controller …

We consider a linear system subject to Markovian jumps, with a time‐varying, unknown‐but‐
bounded transition probability matrix. We derive LMI conditions ensuring various second …

This paper deals with the problem of stochastic stability analysis and control synthesis of a
class of Markovian jump linear systems (MJLS) with time-varying transition probabilities …

In this paper, the H∞ model reduction problem for linear systems that possess randomly
jumping parameters is studied. The development includes both the continuous and discrete …