Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028): Difference between revisions
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scientific article; zbMATH DE number 7754975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimal control problems of discrete‐time Markov jump systems |
scientific article; zbMATH DE number 7754975 |
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Stochastic optimal control problems of discrete‐time Markov jump systems (English)
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25 October 2023
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discrete-time stochastic system
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generalized Riccati difference equation
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indefinite stochastic linear-quadratic control
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Markov jump system
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