Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371)

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scientific article; zbMATH DE number 6328850
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    Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
    scientific article; zbMATH DE number 6328850

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      Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (English)
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      12 August 2014
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      indefinite stochastic control
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      multiplicative noise
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      Markov jumps
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      generalized coupled algebraic Riccati equations (GCARE)
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      maximal solution
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      stabilizing solution
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