Mathematical methods in robust control of linear stochastic systems
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Ordinary differential equations and systems with randomness (34F05) White noise theory (60H40) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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Cited in
(56)- Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case
- Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach
- Optimal H₂ filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
- \(H_\infty\) control for nonlinear infinite Markov jump systems
- Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions
- The iterative solution to LQ zero-sum stochastic differential games
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Homogenized first-moment analysis of two-time-scale positive Markov jump linear systems
- Stochastic linear quadratic differential games in a state feedback setting with sampled measurements
- \(\mathcal{H}_-\) index for continuous-time stochastic systems with Markov jump and multiplicative noise
- Suboptimal \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) static output feedback control of hidden Markov jump linear systems
- On the stochastic linear quadratic control problem with piecewise constant admissible controls
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
- Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters
- Mathematical methods in robust control of linear stochastic systems.
- Reduced-order energy-to-peak filtering for hidden Markov jump linear systems
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- The stochastic linear quadratic control problem with singular estimates
- Computing the stabilizing solution of a large class of stochastic game theoretic Riccati differential equations: a deterministic approximation
- Spectral method of nonlinear stochastic control system analysis. 2nd edition
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- scientific article; zbMATH DE number 1226464 (Why is no real title available?)
- Optimal control of discrete-time linear fractional-order systems with multiplicative noise
- Global stability of feedback systems with multiplicative noise on the nonnegative orthant
- Linear-quadratic optimal control under non-Markovian switching
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
- Mixed 𝓗2/𝓗∞ filtering for Markov jump linear systems
- Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
- Fast Switching Detector-Based H₂ Control of Markov Jump Linear Systems with Multiplicative Noises
- Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
- \(H_{\infty}\) Type Control for Multi-Agent Systems Subject to Stochastic State Dependent Noise
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games
- On the invertibility of solutions of first order linear homogeneous differential equations in Banach algebras
- scientific article; zbMATH DE number 7727663 (Why is no real title available?)
- Robust H₂ filtering of phase-type semi-Markov jump linear systems with cluster observations
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
- Infinite horizon LQ Nash games for SDEs with infinite jumps
- Corrigendum to: ``Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
- Non-fragile robust exponential stabilisation and \(H_\infty\) control for uncertain stochastic systems with non-linearity and mixed delays
- Robust incentive Stackelberg strategy for Markov jump linear stochastic systems via static output feedback
- Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space
- Mean-field formulation for the infinite-horizon mean-variance control of discrete-time linear systems with multiplicative noises
- Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
- Multi-objective control of phase-type semi-Markov jump linear systems applied to software-in-the-loop aircraft control
- Exponential stability in mean square of a singularly perturbed linear stochastic system with state-multiplicative white-noise perturbations and Markovian switching
- A linear quadratic tracking problem for impulsive controlled stochastic systems: the infinite horizon time case
- Numerical solutions for stochastic continuous-time algebraic Riccati equations
- \(\operatorname{H}_2\) dynamic output feedback control of phase-type semi-Markov jump linear systems
- Optimal filter for MJL system with delayed modes and observations
- Stochastic bounded real lemma and H_ control of difference systems in Hilbert spaces
- A games-in-games paradigm for strategic hybrid jump-diffusions: Hamilton-Jacobi-Isaacs hierarchy and spectral structure
- Stability analysis for stochastic differential equations with infinite Markovian switchings
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