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Q5411942 - MaRDI portal

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scientific article; zbMATH DE number 6288431
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English
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scientific article; zbMATH DE number 6288431

    Statements

    publication date
    25 April 2014
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    zbMATH Keywords
    discrete-time coupled algebraic Riccati equations
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    quadratic optimal control
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    Markovian jump linear systems
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    maximal symmetric solution
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    financial modeling
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    numerical experiments
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    Identifiers

    Mathematics Subject Classification ID
    65F30
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    15A24
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    93C55
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    65K10
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    91G60
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    zbMATH DE Number
    6288431
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