Modified Riccati iterative algorithms for stochastic coupled algebraic Riccati equations of linear stochastic Markovian jump systems

DOI10.1002/asjc.3300MaRDI QIDQ6660414

Meijun Liu, Xue-yan Zhao, Fei Qi Deng

Publication date: 10 January 2025

Published in: Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

linear stochastic Markovian jump systemsRiccati iterative algorithmsstochastic coupled algebraic Riccati equations (SCAREs)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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