Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems (Q4875982)

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scientific article; zbMATH DE number 870773
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Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
scientific article; zbMATH DE number 870773

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    Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems (English)
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    15 August 1996
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    LQ-control
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    discrete time
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    linear
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    Markov jumps
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    coupled Riccati equations
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    stochastic stabilizability
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