Czornik, Adam; Świerniak, Andrzej On the discrete time-varying JLQG problem. (English) Zbl 1049.93087 Int. J. Appl. Math. Comput. Sci. 12, No. 2, 203-207 (2002). For the discrete time-varying JLQG problem with coefficients having limits as time tends to infinity, the optimal control is realized as a time-invariant feedback with feedback matrix equal to the one for the time-invariant system with coefficients equal to the limits of the original problem. A solution to an adaptive control problem is proposed. Reviewer: Michael Kohlmann (Bonn) Cited in 4 Documents MSC: 93E20 Optimal stochastic control 93C55 Discrete-time control/observation systems 60J10 Markov chains (discrete-time Markov processes on discrete state spaces) 60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) 60J75 Jump processes (MSC2010) 93E35 Stochastic learning and adaptive control Keywords:jump linear systems; optimal control; time-varying systems; adaptive control PDFBibTeX XMLCite \textit{A. Czornik} and \textit{A. Świerniak}, Int. J. Appl. Math. Comput. Sci. 12, No. 2, 203--207 (2002; Zbl 1049.93087) Full Text: EuDML