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Lyapunov iterations for optimal control of jump linear systems at steady state - MaRDI portal

Lyapunov iterations for optimal control of jump linear systems at steady state (Q4859748)

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scientific article; zbMATH DE number 830242
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Lyapunov iterations for optimal control of jump linear systems at steady state
scientific article; zbMATH DE number 830242

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    Lyapunov iterations for optimal control of jump linear systems at steady state (English)
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    14 May 1996
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    Markovian jumps
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    Lyapunov algebraic equations
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    algebraic Riccati equations
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    jump linear systems
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