Keyphrases
Infinite Time Horizon
100%
Generalized Algebraic Riccati Equation
100%
Markovian Jump
100%
Stochastic Linear Quadratic Control
100%
Linear Matrix Inequality
75%
Numerical Results
25%
Inequality Constraints
25%
Parameter Values
25%
Time-invariant
25%
Markov Chain
25%
Weight Matrix
25%
Equality Constraints
25%
Semidefinite Programming
25%
Jump Process
25%
Well-posedness
25%
Generator Matrix
25%
Stochastic Linear Quadratic Problem
25%
Stochastic Linear-quadratic Optimal Control Problem
25%
Mathematics
Riccati Equation
100%
Linear Quadratic Control
100%
Stochastics
100%
Linear Matrix Inequality
75%
Solvability
50%
Control Problems
25%
Matrix
25%
Posedness
25%
Inequality Constraint
25%
Equality Constraint
25%
Jump Process
25%
Markov Chain
25%
Generator Matrix
25%