scientific article; zbMATH DE number 929654

MaRDI QIDQ4893894zbMATH OpenFDO

Authors Toader Morozan

Publication date 4 June 1997

zbMATH Keywords

dual cost linear controldual Riccati equationsMarkov perturbations

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(3)

• Linear quadratic optimization problems for some discrete-time stochastic linear systems
• Mean square exponential stability for some stochastic linear discrete time systems
• Perturbation of multivariable linear quadratic systems with jump parameters

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