Infinite horizon $$H_2/H_\infty $$ optimal control for discrete-time Markov jump systems with ( $$x, u, v$$ )-dependent noise

Ting Hou, Weihai Zhang, Hongji Ma. Infinite horizon $$H_2/H_\infty $$ optimal control for discrete-time Markov jump systems with ( $$x, u, v$$ )-dependent noise. J. Global Optimization, 57(4):1245-1262, 2013. [doi]

Abstract

Abstract is missing.