On the solution of discrete-time Markovian jump linear quadratic control problems (Q1894439)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the solution of discrete-time Markovian jump linear quadratic control problems |
scientific article |
Statements
On the solution of discrete-time Markovian jump linear quadratic control problems (English)
0 references
24 July 1995
0 references
algebraic discrete-time Riccati equation
0 references
Markovian jump control
0 references
algorithm
0 references
0 references
0 references
0 references
0 references