Stochastic linear quadratic control problem of switching systems with constraints
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منابع مشابه
Linear Quadratic Optimal Control Problem of Stochastic Switching Systems
Switched systems have numerous applications in control of real systems as mechanical systems, automotive industry, aircraft and air traffic control, switching power converters, and many other fields. Optimal control problems of switching systems require the decision of both the optimal solutions and switching sequences. The stochastic optimal control problem of linear switching systems with qua...
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