Cristiane Nespoli

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— This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of(More)
— This article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence of a fix number N of failures or repair periods (TN) after which the system is brought to a halt for maintenance. The stochastic(More)
The continuous-time Markov Jump Linear Systems (MJLS) are defined as a family of linear systems with randomly jumping parameters governed by a continuous-time Markov jump process and usually used to described systems subject to failures or changes in structure. The MJLS have been studied extensively since the work of Krasovskii and Lidskii [1]. Regarding(More)
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