On the solution of discrete-time Markovian jump linear quadratic control problems (Q1894439)

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On the solution of discrete-time Markovian jump linear quadratic control problems
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    On the solution of discrete-time Markovian jump linear quadratic control problems (English)
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    24 July 1995
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    algebraic discrete-time Riccati equation
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    Markovian jump control
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    algorithm
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