Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
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Publication:397371
DOI10.3166/ejc.14.391-408zbMath1293.93788OpenAlexW1974180599MaRDI QIDQ397371
Oswaldo Luiz do Valle Costa, Wanderlei L. de Paulo
Publication date: 12 August 2014
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6d62b55d21dcd3367255d5f97afa7af5c41078e6
maximal solutionmultiplicative noisestabilizing solutiongeneralized coupled algebraic Riccati equations (GCARE)indefinite stochastic controlMarkov jumps
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