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