Stability and optimal control for semi-Markov jump parameter linear systems

Kenneth J. Hochberg, Efraim Shmerling

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

3 Scopus citations


We consider continuous-time and discrete-time jump parameter linear control systems with semi-Markov coefficients and solution jumps that coincide with jumps of a semi-Markov random process. First, we derive stability conditions for semi-Markov systems of differential equations. We then determine necessary optimality conditions for the solutions of continuous-time and discrete-time control systems.

Original languageEnglish
Title of host publicationRecent Advances in Applied Probability
PublisherSpringer US
Number of pages17
ISBN (Print)0387233946, 9780387233789
StatePublished - 2005
Externally publishedYes


  • Jump parameter linear system
  • Random polynomials
  • optimal control
  • semi-Markov process
  • stability


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