Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems
DOI10.1007/s00498-008-0027-yzbMath1147.93042OpenAlexW2012925446MaRDI QIDQ948949
Jack Baczynski, Marcelo Dutra Fragoso
Publication date: 16 October 2008
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00498-008-0027-y
maximal solutioncontrol problemcontinuous-time linear systeminfinite Markov chainperturbed Riccati equation
Perturbations in control/observation systems (93C73) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)
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