Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon.

Xun Li Xun Yu Zhou

Published in: Commun. Inf. Syst. (2002)

Keyphrases

point processes
discrete random variables
markov chain
stochastic optimization
monte carlo
finite automata
stochastic processes
stochastic process
bayesian networks
finite number
database
deductive databases
learning automata
computer vision
markov processes
stochastic nature
data mining
databases