Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028)

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scientific article; zbMATH DE number 7754975
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    Stochastic optimal control problems of discrete‐time Markov jump systems
    scientific article; zbMATH DE number 7754975

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      Stochastic optimal control problems of discrete‐time Markov jump systems (English)
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      25 October 2023
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      discrete-time stochastic system
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      generalized Riccati difference equation
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      indefinite stochastic linear-quadratic control
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      Markov jump system
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