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Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria. (English) Zbl 0326.93036

Proc. 8th Hawaii int. Conf. Syst. Sci., Honolulu 1975, 51-53 (1975).

MSC:

93E99 Stochastic systems and control
93E20 Optimal stochastic control
93C05 Linear systems in control theory
93C55 Discrete-time control/observation systems
91B99 Mathematical economics