Maximal Solution to Perturbed Algebraic Riccati Equations Arising in Markovian Jump Control Revisited.
Alexey S. MatveevAndrey V. SavkinPublished in: CDC/ECC (2005)
Keyphrases
- linear equations
- control system
- mathematical model
- hamilton jacobi
- differential equations
- control method
- nonlinear equations
- control strategy
- learning algorithm
- linear programming
- optimal control
- control problems
- algebraic equations
- numerical solution
- linear systems
- exact solution
- closed form
- markov chain
- state space
- search space