Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408)
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scientific article; zbMATH DE number 5152871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems |
scientific article; zbMATH DE number 5152871 |
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Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (English)
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15 May 2007
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indefinite stochastic linear quadratic control
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well-posed
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multiplicative noise
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Markov process
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discrete-time
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coupled generalized Riccati difference equation
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0.94459844
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0.93770754
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0.93662244
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0.9290644
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0.92275053
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0.9212173
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0.9203448
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