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