Pages that link to "Item:Q1644295"
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The following pages link to Infinite horizon linear quadratic Pareto game of the stochastic singular systems (Q1644295):
Displayed 12 items.
- Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode (Q776115) (← links)
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (Q1999198) (← links)
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) (← links)
- On the convergence and stability of fractional singular Kalman filter and Riccati equation (Q2198628) (← links)
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game (Q2207169) (← links)
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games (Q2235433) (← links)
- Linear quadratic Pareto game of the stochastic systems in infinite horizon (Q2275331) (← links)
- Stability analysis of stochastic switching singular systems with jumps (Q2328767) (← links)
- Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty (Q5865446) (← links)
- Robust \(H_\infty\) indefinite guaranteed cost dynamic output feedback control of singular semi-Markov jump systems (Q6082853) (← links)
- Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case (Q6099291) (← links)
