A gradient flow approach for computing jump linear quadratic optimal feedback gains (Q1864064)

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scientific article; zbMATH DE number 1882948
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    A gradient flow approach for computing jump linear quadratic optimal feedback gains
    scientific article; zbMATH DE number 1882948

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      A gradient flow approach for computing jump linear quadratic optimal feedback gains (English)
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      16 March 2003
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      jump linear quadratic systems
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      Lyapunov differential equations
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      stochastic control
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      feedback control law
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      gradient flow based algorithm
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