Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon

被引：1

作者：

Bai, Yuzhu ^{[1
]}

Sun, Hui-Jie ^{[2
,3
]}

Wu, Ai-Guo ^{[3
]}

机构：

[1] National University of Defense Technology, Changsha,410000, China

[2] Sun Yat-sen University, Guangzhou,510000, China

[3] Harbin Institute of Technology (Shenzhen), Shenzhen,518055, China

来源：

Journal of the Franklin Institute | 2020年 / 357卷 / 14期

基金：

中国国家自然科学基金;

关键词：

Optimal control systems - Continuous time systems - Markov processes - Linear systems - Riccati equations - Stochastic systems - Quadratic programming - Matrix algebra;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：9733 / 9760

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