A note on an LQG regulator with Markovian switching and pathwise average cost (Q4859735)
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scientific article; zbMATH DE number 830229
Language | Label | Description | Also known as |
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English | A note on an LQG regulator with Markovian switching and pathwise average cost |
scientific article; zbMATH DE number 830229 |
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A note on an LQG regulator with Markovian switching and pathwise average cost (English)
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15 August 1996
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stochastic control
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switching
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Markov chain
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quadratic cost
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infinite planning horizon
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