Ji, Yuandong; Chizeck, Howard J. Jump linear quadratic Gaussian control in continuous time. (English) Zbl 0773.93052 IEEE Trans. Autom. Control 37, No. 12, 1884-1892 (1992). Cited in 36 Documents MSC: 93C99 Model systems in control theory 93C15 Control/observation systems governed by ordinary differential equations 93C05 Linear systems in control theory Keywords:linear quadratic Gaussian problem; optimal quadratic control; continuous- time linear systems; finite-state Markov processes; continuous-time PDFBibTeX XMLCite \textit{Y. Ji} and \textit{H. J. Chizeck}, IEEE Trans. Autom. Control 37, No. 12, 1884--1892 (1992; Zbl 0773.93052) Full Text: DOI