TY - GEN
A1 - Czornik, Adam
A1 - Świerniak, Andrzej (1950- )
A2 - Korbicz, Józef (1951- ) - red.
A2 - Uciński, Dariusz - red.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - The continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems.
L1 - http://www.zbc.uz.zgora.pl/Content/58958/AMCS_2002_12_4_8.pdf
L2 - http://www.zbc.uz.zgora.pl/Content/58958
KW - coupled algebraic Ricatti equations
KW - jump parameter system
KW - quadratic control
KW - stochastic stabilizability
KW - observability
T1 - Continuity of solutions of Riccati equations for the discrete-time JLQP
UR - http://www.zbc.uz.zgora.pl/dlibra/docmetadata?id=58958
ER -