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

Author: Sathananthan S.   Knap Michael   Keel L. H.  

Publisher: Taylor & Francis Ltd

ISSN: 0736-2994

Source: Stochastic Analysis and Applications, Vol.31, Iss.5, 2013-09, pp. : 876-893

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Abstract