Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
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Publication:700764
DOI10.1023/A:1015412121001zbMath1026.93056MaRDI QIDQ700764
Publication date: 8 October 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
optimal control; Markov jump linear systems; coupled algebraic Riccati equations; detectability and observability of stochastic systems; numerical methods for stochastic systems
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