Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching.

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Bibliographic Details
Title: Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching.
Authors: SATHANANTHAN, S.1 satha@coe.tsuniv.edu, KNAP, MICHAEL1, KEEL, L. H.1
Source: Stochastic Analysis & Applications. 2013, Vol. 31 Issue 5, p876-893. 18p.
Database: Mathematics Source
Description
ISSN:07362994
DOI:10.1080/07362994.2013.817251