A gradient flow approach for computing jump linear quadratic optimal feedback gains

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DOI10.3934/DCDS.2000.6.803zbMATH Open1009.49028OpenAlexW2017292399MaRDI QIDQ1864064

Publication date: 16 March 2003

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2000.6.803

zbMATH Keywords

stochastic control feedback control law Lyapunov differential equations gradient flow based algorithm jump linear quadratic systems

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Optimal stochastic control (93E20)

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A gradient flow approach to computing lq optimal output feedback gains

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