Solutions for the linear-quadratic control problem of Markov jump linear systems (Q1962466)

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Solutions for the linear-quadratic control problem of Markov jump linear systems
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    Solutions for the linear-quadratic control problem of Markov jump linear systems (English)
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    31 January 2000
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    nonstandard Riccati equation
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    stopping time problems
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    linear-quadratic control
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    Markovian jump linear systems
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