Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems |
scientific article |
Statements
Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (English)
0 references
12 August 2014
0 references
indefinite stochastic control
0 references
multiplicative noise
0 references
Markov jumps
0 references
generalized coupled algebraic Riccati equations (GCARE)
0 references
maximal solution
0 references
stabilizing solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
