In this paper, an adaptive scheduling H∞ disturbance rejection controller is designed for a class of nonlinear Markov jump systems with nonhomogeneous Markov jump process, in which the transition probabilities are time-varying. To estimate and reject the disturbance, a disturbance observer is considered, such that a disturbance rejection state-feedback control law is designed. Under the designe...

.................................................................................................................... 2 Preface ....................................................................................................................... 3 Acknowledgements................................................................................................... 4 Chapter 1: Introduction .........

* Correspondence: [email protected] Faculty of Science, Jiangsu University, Zhenjiang 212013, China Full list of author information is available at the end of the article Abstract In this paper, we are to establish a class of strong deviation theorems for the random fields relative to mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree. As corollaries, we obtain the st...

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Second order Edgeworth type expansions for transition densities are proved. The paper differs from recent results in two respects. We allow nonhomogeneous diffusion limits and we treat transition densities with time lag converging to zero. Small time asymptotics are motivated by statistical applications ...

We consider denumerable state nonhomogeneous Markov decision processes and extend results from both denumerable state homogeneous and finite state nonhomogeneous problems. We show that, under weak ergodicity, accumulation points of finite horizon optima (termed algorithmic optima) are average cost optimal. We also establish the existence of solution horizons. Finally, an algorithm is presented ...