Gajic, Z.; Borno, I. Lyapunov iterations for optimal control of jump linear systems at steady state. (English) Zbl 0837.93073 IEEE Trans. Autom. Control 40, No. 11, 1971-1975 (1995). Cited in 22 Documents MSC: 93E20 Optimal stochastic control 49N10 Linear-quadratic optimal control problems 93B40 Computational methods in systems theory (MSC2010) Keywords:Markovian jumps; Lyapunov algebraic equations; algebraic Riccati equations; jump linear systems PDF BibTeX XML Cite \textit{Z. Gajic} and \textit{I. Borno}, IEEE Trans. Autom. Control 40, No. 11, 1971--1975 (1995; Zbl 0837.93073) Full Text: DOI OpenURL