Pages that link to "Item:Q5573782"
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The following pages link to On a Matrix Riccati Equation of Stochastic Control (Q5573782):
Displaying 50 items.
- Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering (Q1234270) (← links)
- On the computation of the optimal \(\mathbf H_\infty\) norms for two feedback control problems (Q1301304) (← links)
- Continuous and discrete-time Riccati theory: A Popov-function approach (Q1318207) (← links)
- Global stabilization of composite stochastic systems (Q1356876) (← links)
- Global solutions to a game-theoretic Riccati equation of stochastic control (Q1366808) (← links)
- The scaled boundary finite-element method - alias consistent infinitesimal finite-element cell method - for elastodynamics (Q1376113) (← links)
- On stabilizability and exact observability of stochastic systems with their applications. (Q1426266) (← links)
- On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
- Monotonicity of algebraic Lyapunov iterations for optimal control of jump parameter linear systems (Q1583477) (← links)
- State-feedback \(H^{\infty}\)-type control of linear systems with time-varying parameter uncertainty (Q1611902) (← links)
- A survey of nonsymmetric Riccati equations (Q1611905) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (Q1650090) (← links)
- Perturbations and projections of Kalman-Bucy semigroups (Q1660302) (← links)
- Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems (Q1665772) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
- The stability and stabilization of stochastic delay-time systems (Q1718020) (← links)
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints (Q1718028) (← links)
- On uniqueness of strong solution of stochastic systems (Q1725195) (← links)
- Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems (Q1733582) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Robust cooperative output regulation of multi-agent systems via adaptive event-triggered control (Q1737788) (← links)
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems (Q1788513) (← links)
- On the robustness of Riccati flows to complete model misspecification (Q1797175) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Equivalent characterizations of detectability and stabilizability for a class of linear time-varying systems (Q1820116) (← links)
- On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index (Q1821083) (← links)
- Existence condition of positive-definite solutions for algebraic matrix Riccati equations (Q1821731) (← links)
- Properties of the solutions of rational matrix difference equations (Q1827173) (← links)
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857) (← links)
- Newton's method for concave operators with resolvent positive derivatives in ordered Banach spaces (Q1870040) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Risk-sensitive dynamic portfolio optimization with partial information on infinite time horizon. (Q1872428) (← links)
- \(H_\infty\) control with regional stability constraints (Q1893028) (← links)
- Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation (Q1894472) (← links)
- Generalized Riccati difference and differential equations (Q1923154) (← links)
- On the dependence of the solutions of algebraic and differential game Riccati equations on the parameter \(\mu\) (Q1925133) (← links)
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming (Q1955065) (← links)
- Solutions for the linear-quadratic control problem of Markov jump linear systems (Q1962466) (← links)
- Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations (Q1972729) (← links)
- On the stability and the concentration of extended Kalman-Bucy filters (Q1990224) (← links)
- Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
- Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
- Two iterative algorithms for stochastic algebraic Riccati matrix equations (Q2007540) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- Optimal control problem of stochastic systems (Q2026686) (← links)
- Interacting diffusions on positive definite matrices (Q2041651) (← links)
