Pages that link to "Item:Q2753230"
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The following pages link to Stochastic Linear-Quadratic Control via Semidefinite Programming (Q2753230):
Displayed 20 items.
- The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
- Optimal controllability of manpower system with linear quadratic performance index (Q398191) (← links)
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) (← links)
- Stochastic problems of absolute stability (Q885769) (← links)
- Finding the strongly rank-minimizing solution to the linear matrix inequality (Q927546) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Indefinite stochastic LQ control with cross term via semidefinite programming (Q1429334) (← links)
- Co-design of linear systems using generalized Benders decomposition (Q1640257) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints (Q1718028) (← links)
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming (Q1955065) (← links)
- Model-free design of stochastic LQR controller from a primal-dual optimization perspective (Q2125546) (← links)
- Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming (Q2138901) (← links)
- Minimax optimal control of linear system with input-dependent uncertainty (Q2410787) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)