Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
type: Item
instance of: scholarly article
title: Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems
zbMATH Open document ID: 0985.93017
DOI: 10.1016/S0167-6911(00)00051-7
published in: Systems \& Control Letters
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 93B40
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 1521861
zbMATH Keywords: coupled algebraic Riccati equations
zbMATH Keywords: Lyapunov equation
zbMATH Keywords: parallel computation
zbMATH Keywords: stochastic control
zbMATH Keywords: stochastic jump processes
author: Zoran Gajic
author: Ricardo Losada
MaRDI profile type: Publication
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full work available at URL: s0167-6911(00)00051-7
OpenAlex ID: W2165266789
description: scientific article; zbMATH DE number 1521861