Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems

Systems and Control Letters

Volumn 41, Issue 3, 2000, Pages 175-181

  Gajic, Zoran ^a   Losada, Ricardo ^b  

^a RUTGERS UNIVERSITY   (United States)

^b MATHWORKS INC   (United States)

Author keywords

Coupled algebraic riccati equations; Lyapunov equation; Parallel computation; Stochastic control; Stochastic jump processes

Indexed keywords

EID: 0242460383     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(00)00051-7     Document Type: Article

References (17)

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