Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
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Publication:5364313
DOI10.1002/OCA.2271zbMath1417.93340OpenAlexW2517410354MaRDI QIDQ5364313
Wanqing Xie, Jin Zhu, Gaosheng Zhang
Publication date: 4 October 2017
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2271
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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