Linear quadratic optimization problems for some discrete-time stochastic linear systems (Q3584682)
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scientific article; zbMATH DE number 5776115
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| English | Linear quadratic optimization problems for some discrete-time stochastic linear systems |
scientific article; zbMATH DE number 5776115 |
Statements
30 August 2010
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linear quadratic problem
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discrete-time stochastic system
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Markov chain
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independent random perturbations
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discrete-time Riccati equation
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0.8487932085990906
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0.8451381325721741
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0.8401318788528442
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