Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (Q2005393)
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English | Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon |
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Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (English)
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7 October 2020
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infinite time horizon linear quadratic optimal control
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continuous-time Itô stochastic Markovian jump linear systems
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