Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012900367485
Reference36 articles.
1. Integration of polynomial ordinary differential equations in the real plane
2. Infinite Dimensional Analysis
3. Continuous-Time Regulation of a Class of Econometric Models
4. Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
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