Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems - Costa, O.L.V.; Fragoso, M.D. (IEEE transactions on automatic control, 1995)
Keywords: Additive noise; Applied sciences; Brazil Council; Computer science; control theory; systems; Control systems; Control theory. Systems; Cost function; Equations; Exact sciences and technology; Integrated circuit modeling; Linear systems; Nonlinear control systems; Optimal control; Stochastic processes; Markov process; LQ control; Linear system; Optimal control; Average cost; Algebraic equation; Jump process; Discrete system; Quadratic cost; Infinite horizon; Riccati equation