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Algorithm: State-feedback linear optimal controller for MJLS

Description:
Implementation of the linear state-feedback controller for Markov jump linear systems without mode observation presented in M. Dolgov, U.D. Hanebeck, "Infinite-horizon Linear Optimal Control of Markov Jump Systems without Mode Observation via State Feedback", 2015
Paper: Maxim Dolgov and Uwe D. Hanebeck. {Infinite-horizon Linear Optimal Control of Markov Jump Systems without Mode Observation via State Feedback}. arXiv preprint: Systems and Control (cs.SY), July 2015.
Tags: MJLS Optimal Control
Usage: Algorithm is public.
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Maxim Dolgov
06/26/2015 2:12 p.m. (version #1)

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