Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K45
@@ Property / Mathematics Subject Classification ID: 49K45 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N10
@@ Property / Mathematics Subject Classification ID: 49N10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C55
@@ Property / Mathematics Subject Classification ID: 93C55 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6728482
@@ Property / zbMATH DE Number: 6728482 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+discrete-time stochastic systems
@@ Property / zbMATH Keywords: discrete-time stochastic systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear quadratic optimal control
@@ Property / zbMATH Keywords: linear quadratic optimal control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear terminal constraint
@@ Property / zbMATH Keywords: linear terminal constraint / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lagrange multiplier theorem
@@ Property / zbMATH Keywords: Lagrange multiplier theorem / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2013.09.036
+Normal rank
@@ Property / OpenAlex ID @@
+W1990179652
@@ Property / OpenAlex ID: W1990179652 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3849137
@@ Property / cites work: Q3849137 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Separation Theorem of Stochastic Control
@@ Property / cites work: On the Separation Theorem of Stochastic Control / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
+Normal rank
@@ Property / cites work @@
+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
+Normal rank
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+Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
+Normal rank
@@ Property / cites work @@
+Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
+Normal rank
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+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank
@@ Property / cites work @@
+Further results on the uncertainty threshold principle
+Normal rank
@@ Property / cites work @@
+Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
+Normal rank
@@ Property / cites work @@
+Discrete-time indefinite LQ control with state and control dependent noises
+Normal rank
@@ Property / cites work @@
+Q5047855
@@ Property / cites work: Q5047855 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex Programming and Duality in Normed Space
@@ Property / cites work: Convex Programming and Duality in Normed Space / rank @@
+Normal rank
@@ Property / cites work @@
+Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:529912