A computational method for a class of jump linear quadratic systems (Q4858170)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 825168
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A computational method for a class of jump linear quadratic systems |
scientific article; zbMATH DE number 825168 |
Statements
A computational method for a class of jump linear quadratic systems (English)
0 references
12 December 1995
0 references
nonlinear programming
0 references
jump linear quadratic system
0 references
stochastic optimal control problems
0 references
Markov jump processes
0 references
optimal control
0 references
optimal feedback control law
0 references
performance index
0 references
Hamiltonian
0 references
0.8557904362678528
0 references
0.8392125964164734
0 references
0.8280547261238098
0 references
0.8276174068450928
0 references
0.8247306942939758
0 references
