Quadratic costs and second moments of jump linear systems with general Markov chain (Q661038)

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Quadratic costs and second moments of jump linear systems with general Markov chain
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    Quadratic costs and second moments of jump linear systems with general Markov chain (English)
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    6 February 2012
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    linear systems
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    Markov jump systems
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    long-run average cost
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    bounds for finite horizon cost
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