Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2011.11.009 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2011.11.009 / rank
 
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Latest revision as of 14:29, 16 December 2024

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Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
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    Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (English)
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    12 March 2013
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    mean-variance control
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    Markov jump systems
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    multiplicative noises
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    stochastic optimal control
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    Riccati equations
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