Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371)
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scientific article; zbMATH DE number 6328850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems |
scientific article; zbMATH DE number 6328850 |
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Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (English)
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12 August 2014
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indefinite stochastic control
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multiplicative noise
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Markov jumps
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generalized coupled algebraic Riccati equations (GCARE)
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maximal solution
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stabilizing solution
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