Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations (Q4884140)
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scientific article; zbMATH DE number 898362
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English | Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations |
scientific article; zbMATH DE number 898362 |
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Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations (English)
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4 February 1997
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quadratic optimal control
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Riccati equation
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discrete-time
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jump Markov coefficients
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