Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems

Oswaldo Luiz V. Costa, Wanderlei L. de Paulo. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Automatica, 43(4):587-597, 2007. [doi]

Authors

Oswaldo Luiz V. Costa

This author has not been identified. Look up 'Oswaldo Luiz V. Costa' in Google

Wanderlei L. de Paulo

This author has not been identified. Look up 'Wanderlei L. de Paulo' in Google