LMI optimization for nonstandard Riccati equations arising in stochastic control
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Publication:5689959
DOI10.1109/9.544005zbMath0863.93087OpenAlexW2150347243MaRDI QIDQ5689959
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Publication date: 15 January 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5af6fa70f0277270e09cbb51ed2d191c71dd0e15
optimal controlconvex optimizationlinear matrix inequalitiesstabilizationMarkov processjump linear systems
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