Pages that link to "Item:Q397371"
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The following pages link to Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371):
Displaying 7 items.
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
- Distributed $\mathcal{H}_\infty$ Gaussian Consensus Filtering for Discrete-Time Systems over Lossy Sensor Networks (Q5208647) (← links)
- Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)