Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems

DOI10.1109/9.478328zbMath0843.93091OpenAlexW2117457798MaRDI QIDQ4875982

Oswaldo L. V. Costa, Marcelo Dutra Fragoso

Publication date: 15 August 1996

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

Full work available at URL: https://doi.org/10.1109/9.478328

zbMATH Keywords

lineardiscrete timeMarkov jumpscoupled Riccati equationsstochastic stabilizabilityLQ-control

Mathematics Subject Classification ID

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