Pages that link to "Item:Q5273742"
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The following pages link to The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping (Q5273742):
Displayed 19 items.
- Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems (Q335028) (← links)
- Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise (Q445990) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Sliding mode \({\mathcal H}_\infty\) control design for uncertain nonlinear stochastic state-delayed Markovian jump systems with actuator failures (Q644170) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise (Q976247) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Mean square stability for systems on stochastically generated discrete time scales (Q1730359) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching (Q2194694) (← links)
- Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps (Q2440668) (← links)
- Sliding mode control for Itô stochastic systems with Markovian switching (Q2456518) (← links)
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients (Q2512024) (← links)
- Output feedback control for stochastic Markovian jumping systems via sliding mode design (Q3084107) (← links)
- Incentive Stackelberg Games for Stochastic Systems (Q5118426) (← links)
- Designing a new sliding mode control for stochastic system with packet losses (Q5130100) (← links)
- Observer design for the Lur'e differential inclusion system with Markovian jumping parameters (Q5172529) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)