Ji, Yuandong; Chizeck, Howard Jay Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control. (English) Zbl 0714.93060 IEEE Trans. Autom. Control 35, No. 7, 777-788 (1990). Cited in 3 ReviewsCited in 257 Documents MSC: 93E20 Optimal stochastic control 49K45 Optimality conditions for problems involving randomness 93C15 Control/observation systems governed by ordinary differential equations 93C05 Linear systems in control theory 60J75 Jump processes (MSC2010) 49N10 Linear-quadratic optimal control problems Keywords:jumping parameters; finite-state Markov processes; controllability; stabilizability; jump linear quadratic (JLQ) optimal control; observability; detectability; continuous-time PDF BibTeX XML Cite \textit{Y. Ji} and \textit{H. J. Chizeck}, IEEE Trans. Autom. Control 35, No. 7, 777--788 (1990; Zbl 0714.93060) Full Text: DOI