Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems (Q6660414)

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scientific article; zbMATH DE number 7964801
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Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems
scientific article; zbMATH DE number 7964801

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    Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems (English)
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    10 January 2025
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    linear stochastic Markovian jump systems
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    Riccati iterative algorithms
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    stochastic coupled algebraic Riccati equations (SCAREs)
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