Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435)

scientific article; zbMATH DE number 7700155

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English	Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients	scientific article; zbMATH DE number 7700155

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Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (English)

22 June 2023

deterministic optimal

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stochastic linear quadratic control

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forward and backward stochastic difference equations

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coupled Riccati-type difference equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.automatica.2023.110852

A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization

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Discrete time mean-field stochastic linear-quadratic optimal control problems

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Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs

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Q3849137

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Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case

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Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

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General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

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Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients

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On a Matrix Riccati Equation of Stochastic Control

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Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise

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Control for Itô Stochastic Systems With Input Delay

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Identifiers

zbMATH Open document ID

1519.93138

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Mathematics Subject Classification ID

10.1016/J.AUTOMATICA.2023.110852

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Sitelinks

Mathematics(1 entry)

mardi Publication:6100435