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Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations - MaRDI portal

Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations (Q4884140)

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scientific article; zbMATH DE number 898362
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Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations
scientific article; zbMATH DE number 898362

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    Mean-square stabilizing solutions for discrete-time coupled algebraic Riccati equations (English)
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    4 February 1997
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    quadratic optimal control
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    Riccati equation
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    discrete-time
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    jump Markov coefficients
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