Mathematical methods in robust control of linear stochastic systems.
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Cited in
(59)- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems
- New methods for mode-independent robust control of Markov jump linear systems
- AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
- Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay
- Advanced stochastic control systems with engineering applications
- Adaptive Tracking Control of Hybrid Switching Markovian Systems with Its Applications
- Feedback Stabilization of Markov Jump Linear Systems with Time-Varying Delay
- The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions
- A unified framework for asymptotic and transient behavior of linear stochastic systems
- Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps
- Fault detection filtering for Itô-type affine nonlinear stochastic systems
- Robust \(H_\infty\) control for a class of quasi-linear uncertain stochastic time-varying delayed systems
- Spectral method of nonlinear stochastic control system analysis. 2nd edition
- Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems
- \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise
- Robust stability and stabilization of a class of nonlinear discrete time stochastic systems: an LMI approach
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise
- Robust incentive Stackelberg strategy for Markov jump linear stochastic systems via static output feedback
- Stabilization of Control Systems
- Optimal regulators for a class of nonlinear stochastic systems
- Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching
- Output dynamic controller analysis for stochastic systems of multiplicative type
- Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach
- Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump
- Stabilization of stochastic systems under Markovian switching
- Optimal control of stochastic singular affine systems with Markovian jumps
- Stochastic switching systems. Analysis and design.
- A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise
- Robust stability and stabilization of a class of nonlinear Itô-type stochastic systems via linear matrix inequalities
- On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise
- Robust Control of Stochastic Structures Using Minimum Norm Quadratic Partial Eigenvalue Assignment Technique
- Phase of linear time-periodic systems
- Stochastic stability of switching linear systems with application to an automotive powertrain model
- Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems
- Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach
- scientific article; zbMATH DE number 3865125 (Why is no real title available?)
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic H_ control problems
- On the robustness of Markov jump linear systems with norm-bounded uncertainty on transition rates
- Robust Stackelberg controllability for the Kuramoto-Sivashinsky equation
- Optimal H₂ filtering for a class of linear stochastic systems with sampling
- Optimal superexponential stabilization of solutions of linear stochastic differential equations
- Mixed \(H_2/H_\infty\) performance analysis and state-feedback control design for networked systems with fading communication channels
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
- On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Mathematical methods in robust control of linear stochastic systems
- Stabilizing composite control for a class of linear systems modeled by singularly perturbed Itô differential equations
- Optimal time-weighted \(H_2\) model reduction for Markovian jump systems
- Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties
- Analysis of criteria for long-run average in the problem of stochastic linear regulator
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- Linear-quadratic controls in risk-averse decision making. Performance-measure statistics and control decision optimization.
- Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs
- \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
- Output feedback control of a class of stochastic hybrid systems
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