On the solution of discrete-time Markovian jump linear quadratic control problems

Hisham Abou-Kandil, Gerhard Freiling, Gerhard Jank

Automatica J. IFAC 31 (1995), no. 5, 765--768.

BibTex references

@Article\{AFJ95,

author = "Abou-Kandil, Hisham and Freiling, Gerhard and Jank, Gerhard",

title = "On the solution of discrete-time Markovian jump linear quadratic control problems",

journal = "Automatica J. IFAC",

number = "5",

volume = "31",

pages = "765--768",

year = "1995",

}