Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping (Q5346594)
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scientific article; zbMATH DE number 6723260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping |
scientific article; zbMATH DE number 6723260 |
Statements
Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping (English)
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26 May 2017
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singularly perturbed linear stochastic systems (SPLSS)
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Markovian jumping parameters
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coupled stochastic algebraic Riccati equations (CSAREs)
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linear quadratic optimal control
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numerical algorithm
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