Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (Q1583477)

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scientific article; zbMATH DE number 1521861
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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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