Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
DOI10.1016/j.jfranklin.2020.07.038zbMath1448.93343OpenAlexW3045978169MaRDI QIDQ2005393
Ai-guo Wu, Hui-Jie Sun, Yu-Zhu Bai
Publication date: 7 October 2020
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2020.07.038
continuous-time Itô stochastic Markovian jump linear systemsinfinite time horizon linear quadratic optimal control
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (3)
Cites Work
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