LMI optimization for nonstandard Riccati equations arising in stochastic control

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

zbMATH Keywords

optimal controlconvex optimizationlinear matrix inequalitiesstabilizationMarkov processjump linear systems

Mathematics Subject Classification ID

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