LMI optimization for nonstandard Riccati equations arising in stochastic control (Q5689959)
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scientific article; zbMATH DE number 966505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LMI optimization for nonstandard Riccati equations arising in stochastic control |
scientific article; zbMATH DE number 966505 |
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LMI optimization for nonstandard Riccati equations arising in stochastic control (English)
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15 January 1997
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stabilization
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jump linear systems
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optimal control
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Markov process
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convex optimization
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linear matrix inequalities
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