Algorithm: Statefeedback linear optimal controller for MJLS
Description: 
Implementation of the linear statefeedback controller for Markov jump linear systems without mode observation presented in M. Dolgov, U.D. Hanebeck, "Infinitehorizon Linear Optimal Control of Markov Jump Systems without Mode Observation via State Feedback", 2015

Paper:  Maxim Dolgov and Uwe D. Hanebeck. {Infinitehorizon 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 
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0 votes 06/26/2015 2:12 p.m. (version #1) 
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