On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207728308926465
+Normal rank
@@ Property / OpenAlex ID @@
+W1986512951
@@ Property / OpenAlex ID: W1986512951 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential-difference equations
@@ Property / cites work: Differential-difference equations / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and stochastic control
@@ Property / cites work: Dynamic programming and stochastic control / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive control of linear stochastic systems
@@ Property / cites work: Adaptive control of linear stochastic systems / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems
+Normal rank
@@ Property / cites work @@
+Stochastic controllability of linear discrete systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
+Normal rank
@@ Property / cites work @@
+On the matrix Riccati equation for linear systems with random gain
+Normal rank
@@ Property / cites work @@
+Guaranteed cost solution of optimal control and game problems for uncertain systems
+Normal rank
@@ Property / cites work @@
+On the discrete time algebraic Riccati equation
@@ Property / cites work: On the discrete time algebraic Riccati equation / rank @@
+Normal rank
@@ Property / cites work @@
+Gain and phase margin for multiloop LQG regulators
+Normal rank
@@ Property / cites work @@
+Q4114992
@@ Property / cites work: Q4114992 / rank @@
+Normal rank
@@ Property / cites work @@
+Feedback stabilizability for stochastic systems with state and control dependent noise
+Normal rank
@@ Property / cites work @@
+Closed-loop structural stability for linear-quadratic optimal systems
+Normal rank
@@ Property / cites work @@
+On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
+Normal rank