A gradient flow approach for computing jump linear quadratic optimal feedback gains

DOI10.3934/DCDS.2000.6.803MaRDI QIDQ1864064zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 16 March 2003

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2000.6.803

zbMATH Keywords

stochastic controlfeedback control lawLyapunov differential equationsgradient flow based algorithmjump linear quadratic systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimal feedback synthesis (49N35)

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