Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
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Publication:4506609
DOI10.1109/9.736071zbMath1056.93537OpenAlexW2132275694MaRDI QIDQ4506609
José C. Geromel, Oswaldo L. V. Costa, João B. R. do Val
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.736071
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Markov and semi-Markov decision processes (90C40)
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