Optimal stationary control for dynamic systems with Markov perturbations
Toader Morozan · Stochastic Analysis and Applications · 1983
Affine continuous and discrete-time dynamic systems with homogeneous jump Markov perturbations are considered and the existence of an optimal stationary control under a quadratic cost is discussed. In order to solve this problem some new stability results for linear systems with Markov perturbations are given.