stochastic stabilizability
Korbicz, Józef - red.
observability
quadratic control
Zielona Góra: Uniwersytet Zielonogórski
Czornik, Adam
2002
eng
jump parameter system
coupled algebraic Ricatti equations
Świerniak, Andrzej (1950- )
Continuity of solutions of Riccati equations for the discrete-time JLQP
2002
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.
https://www.amcs.uz.zgora.pl/?action=paper&paper=114
artykuł
Uciński, Dariusz - red.
Biblioteka Uniwersytetu Zielonogórskiego
AMCS, volume 12, number 4 (2002)