Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (Q1583477)
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scientific article; zbMATH DE number 1521861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems |
scientific article; zbMATH DE number 1521861 |
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Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (English)
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26 October 2000
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coupled algebraic Riccati equations
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Lyapunov equation
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parallel computation
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stochastic control
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stochastic jump processes
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