Continuous-Time Markov Jump Linear Systems
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Publication:4649840
DOI10.1007/978-3-642-34100-7zbMath1277.60003OpenAlexW613462629MaRDI QIDQ4649840
Oswaldo L. V. Costa, Marcelo Dutra Fragoso, Marcos Garcia Todorov
Publication date: 15 November 2012
Published in: Probability and Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-34100-7
Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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