Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (Q2005393)

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Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
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    Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (English)
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    7 October 2020
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    infinite time horizon linear quadratic optimal control
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    continuous-time Itô stochastic Markovian jump linear systems
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