Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (Q1583477)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems |
scientific article |
Statements
Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (English)
0 references
26 October 2000
0 references
coupled algebraic Riccati equations
0 references
Lyapunov equation
0 references
parallel computation
0 references
stochastic control
0 references
stochastic jump processes
0 references