Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
DOI10.1002/OCA.2271zbMATH Open1417.93340OpenAlexW2517410354MaRDI QIDQ5364313FDOQ5364313
Authors: Jin Zhu, Gaosheng Zhang, Wanqing Xie 
Publication date: 4 October 2017
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2271
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
Cited In (4)
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
- Optimal control for a class of discrete-time nonhomogeneous Markovian jump linear systems
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