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Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon.

Xun LiXun Yu ZhouMustapha Ait Rami
Published in: J. Glob. Optim. (2003)
Keyphrases
  • linear quadratic
  • optimal control
  • closed loop
  • vector valued
  • dynamical systems
  • control system
  • gaussian model
  • control strategy
  • control method
  • support vector
  • dynamic programming