A gradient flow approach for computing jump linear quadratic optimal feedback gains (Q1864064)
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scientific article; zbMATH DE number 1882948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A gradient flow approach for computing jump linear quadratic optimal feedback gains |
scientific article; zbMATH DE number 1882948 |
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A gradient flow approach for computing jump linear quadratic optimal feedback gains (English)
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16 March 2003
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jump linear quadratic systems
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Lyapunov differential equations
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stochastic control
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feedback control law
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gradient flow based algorithm
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