New Iterative Algorithms for Solving Coupled Markovian Jump Lyapunov Equations.
Ai-Guo WuGuang-Ren DuanPublished in: IEEE Trans. Autom. Control. (2015)
Keyphrases
- iterative algorithms
- hamilton jacobi bellman
- nonlinear systems
- nonlinear equations
- algebraic equations
- numerical solution
- polynomial equations
- dynamical systems
- set of linear equations
- differential equations
- stability analysis
- markov chain
- dual formulation
- iterative methods
- gauss seidel method
- tracking error
- control law
- control scheme
- closed loop
- combinatorial optimization
- mathematical model
- sufficient conditions