Pages that link to "Item:Q4540329"

The following pages link to Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (Q4540329):

Displayed 49 items.

• Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715) ‎ (← links)
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) ‎ (← links)
• Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) ‎ (← links)
• Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912) ‎ (← links)
• Robust equilibria in indefinite linear-quadratic differential games (Q597192) ‎ (← links)
• Indefinite LQ optimal control for discrete-time uncertain systems (Q780242) ‎ (← links)
• Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays (Q826839) ‎ (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) ‎ (← links)
• Stochastic minimum-energy control (Q888813) ‎ (← links)
• Finding the strongly rank-minimizing solution to the linear matrix inequality (Q927546) ‎ (← links)
• Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems (Q948949) ‎ (← links)
• Infinite horizon stochastic \(H_2/H_\infty \)control for discrete-time systems with state and disturbance dependent noise (Q999037) ‎ (← links)
• Finite-time stability and stabilization of nonlinear stochastic hybrid systems (Q1023029) ‎ (← links)
• Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. (Q1413195) ‎ (← links)
• On a class of rational matrix differential equations arising in stochastic control. (Q1426291) ‎ (← links)
• An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) ‎ (← links)
• Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach (Q1647808) ‎ (← links)
• Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) ‎ (← links)
• Stabilization of discrete time stochastic system with input delay and control dependent noise (Q1729098) ‎ (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) ‎ (← links)
• Dynamic portfolio selection with market impact costs (Q1785239) ‎ (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) ‎ (← links)
• Indefinite LQ control for discrete-time stochastic systems via semidefinite programming (Q1955065) ‎ (← links)
• Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) ‎ (← links)
• Stabilization of continuous-time systems against stochastic network uncertainties: fundamental variance bounds (Q2070022) ‎ (← links)
• Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) ‎ (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) ‎ (← links)
• Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise (Q2151847) ‎ (← links)
• Optimal stochastic regulators with state-dependent weights (Q2278529) ‎ (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) ‎ (← links)
• Solution to stochastic LQR problem with multiple inputs (Q2398843) ‎ (← links)
• Further results on stabilization for NCSs with packet losses and transmission delay: UDP case (Q2416717) ‎ (← links)
• The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations (Q2441677) ‎ (← links)
• Generalized Riccati equations arising in stochastic games (Q2496640) ‎ (← links)
• Stochastic linear quadratic control problem on time scales (Q2662994) ‎ (← links)
• Stabilization of Discrete-time Systems with Multiplicative Noise and Multiple Delays in the Control Variable (Q2799359) ‎ (← links)
• Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) ‎ (← links)
• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system (Q3542904) ‎ (← links)
• Delayed Optimal Control of Stochastic LQ Problem (Q4588843) ‎ (← links)
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System (Q4678447) ‎ (← links)
• Stabilization control for Itô stochastic system with indefinite state and control weight costs (Q5027352) ‎ (← links)
• Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) ‎ (← links)
• Control for networked control systems with multiplicative noises, packet dropouts and multiple delays (Q5029101) ‎ (← links)
• Optimal control for unknown mean-field discrete-time system based on Q-Learning (Q5029154) ‎ (← links)
• Optimal regulators for a class of nonlinear stochastic systems (Q6040970) ‎ (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) ‎ (← links)
• Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) ‎ (← links)
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) ‎ (← links)
• Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) ‎ (← links)