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
收藏
页码：9733 / 9760
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