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• W2053865752 abstract "In this paper we consider the switched stochastic control problem of discrete-time linear systems with multiplicative noises. The control strategy is composed by a state-feedback switched component combined with a linear state-feedback part. We present a sufficient condition to derive the state feedback gains and the switching rule jointly so that the closed loop system is stochastic stable and a performance cost is bounded above by a constant value. The case without the linear state-feedback part is also considered. This sufficient condition is based on the so-called Lyapunov-Metzler inequalities. The results are illustrated with a portfolio tracking control problem." @default.
• W2053865752 created "2016-06-24" @default.
• W2053865752 creator A5021012069 @default.
• W2053865752 creator A5072909119 @default.
• W2053865752 date "2013-12-01" @default.
• W2053865752 modified "2023-09-23" @default.
• W2053865752 title "Switched state-feedback control of discrete-time linear systems with multiplicative noises" @default.
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• W2053865752 doi "https://doi.org/10.1109/cdc.2013.6760727" @default.
• W2053865752 hasPublicationYear "2013" @default.
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