Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters (Q2753204): Difference between revisions
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Revision as of 18:02, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters |
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Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters (English)
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29 October 2001
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optimal control
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infinite horizon quadratic cost
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homogeneous right-continuous Markov process
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semigroup theory
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decomplexification
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countably infinite set of coupled algebraic Riccati equations
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stochastic stability
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stochastic detectability
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positive semidefinite solution
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