Preprint
Oct 2026
Control of Markov Jump Linear Systems with Uncertain Lumpable Cluster Observations
In this paper, we consider the control of Markov jump linear systems when the active system mode is not exactly known. We rather assume that this true mode is only known to belong to an observed cluster of modes, making both the dynamics and the associated transition probabilities uncertain. We construct a min-max opti...
C. Persiani, Ram Padmanabhan, M. Ornik et al.
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