Second moment constraints and the control problem of Markov jump linear systems (Q5397327)
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scientific article; zbMATH DE number 6260166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second moment constraints and the control problem of Markov jump linear systems |
scientific article; zbMATH DE number 6260166 |
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Second moment constraints and the control problem of Markov jump linear systems (English)
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19 February 2014
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Markov jump systems
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optimal stochastic control
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constrained control
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linear-quadratic problem
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