Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val. Bounds for the Finite Horizon Cost of Markov Jump Linear Systems with Additive Noise and Convergence for the Long Run Average Cost. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 5543-5548, IEEE, 2006. [doi]
Abstract is missing.