Jump linear quadratic regulator with controlled jump rates

DOI10.1109/9.905698zbMath1056.93640OpenAlexW2136199125MaRDI QIDQ4540310

Zikuan Liu, El-Kébir Boukas

Publication date: 21 July 2002

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.905698

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

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