Perturbation of multivariable linear quadratic systems with jump parameters (Q4540231)

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scientific article; zbMATH DE number 1769456
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    Perturbation of multivariable linear quadratic systems with jump parameters
    scientific article; zbMATH DE number 1769456

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      Perturbation of multivariable linear quadratic systems with jump parameters (English)
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      21 July 2002
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      coupled Riccati equations
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      finite state Markov process
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      aggregation
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      optimal value
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      Taylor expansions
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      perturbation
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