Infinite horizon $$H_2/H_\infty $$ optimal control for discrete-time Markov jump systems with ($$x,u,v$$)-dependent noise

In this paper, an infinite horizon $$H_2/H_\infty $$ control problem is addressed for a broad class of discrete-time Markov jump systems with ( $$x,u,v$$ )-dependent noises. First of all, under the...