A note on an LQG regulator with Markovian switching and pathwise average cost

DOI10.1109/9.471215zbMath0843.93090OpenAlexW2136377736WikidataQ60167558 ScholiaQ60167558MaRDI QIDQ4859735

Steven I. Marcus, Mrinal K. Ghosh, Aristotle Arapostathis

Publication date: 15 August 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://eprints.iisc.ac.in/7604/1/A_Note_on_-_38.pdf

zbMATH Keywords

stochastic controlMarkov chainswitchingquadratic costinfinite planning horizon

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

On the continuous time-varying JLQC ⋮ On the continuous time-varying JLQ problem ⋮ Discussion on: ``On the continuous time-varying JLQ problem

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