@inproceedings{83c59422494e43309ee2a55c547daf3c,
title = "Path-by-path optimal control of switched and markovian jump linear systems",
abstract = "A receding-horizon-type LQG control problem for switched linear systems is proposed and applied to the case of Markov switching. The objective is to determine a linear dynamic output feedback control law that minimizes a finitehorizon quadratic cost over all admissible future switching paths subject to almost sure uniform stability of the closedloop system. A solution is determined by running a series of semidefinite programs offline until a saturation in achievable performance is reached.",
author = "Lee, {Ji Woong} and Dullerud, {Geir E.} and Khargonekar, {Pramod P.}",
year = "2008",
doi = "10.1109/CDC.2008.4739277",
language = "English (US)",
isbn = "9781424431243",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "5324--5329",
booktitle = "Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008",
address = "United States",
note = "47th IEEE Conference on Decision and Control, CDC 2008 ; Conference date: 09-12-2008 Through 11-12-2008",
}