Stabilizability of systems with jump-Markov and independent stochastic parameters

The mean square (MS) stabilizability of linear discrete-time systems having jump-Markov and independent stochastic parameters is considered. For such systems, explicit conditions which are both necessary and sufficient for MS stabilizability are presented. These easy-to-check conditions are extremely useful in determining the existence and stability of the solutions to the infinite-horizon linear quadratic regulator problem.<>