Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise
We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ) differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/265621 |