Maximal Solution to Perturbed Algebraic Riccati Equations Arising in Markovian Jump Control Revisited

摘要

In this paper we revisit the maximal solution problem studied in [7]. It is shown that, for the Markovian jump scenario, we can get rid of an inconvenient technical hypothesis used in [7] (originally introduced in [20]). This is achieved, essentially, via the mean square stability concept.