On a Matrix Riccati Equation of Stochastic Control

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Linear quadratic optimal control problems of infinite-dimensional mean-field type with jumps
The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
Some topics in algebraic systems theory: a survey†
Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
Minimal-order observer-estimators for continuous-time linear systems
Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
Simultaneous fault detection and control for stochastic time-delay systems
Equivalent characterizations of detectability and stabilizability for a class of linear time-varying systems
Optimal stabilizing compensator for linear systems with state-dependent noise
Stochastic LQ control and associated Riccati equation of PDEs driven by state- and control-dependent white noise
Decentralized hierarchical constrained convex optimization
On the existence of Luenberger reduced order observer
Trajectory Planning for Systems with a Multiplicative Stochastic Uncertainty
Global stabilization of composite stochastic systems
Estimation and control of discrete time stochastic systems having cone-bounded non-linearities†
Dynamic trading with Markov liquidity switching
On the matrix Riccati equation
On uniqueness of strong solution of stochastic systems
LQ control of system governed by backward stochastic difference equations and applications
Discrete-time indefinite stochastic LQ control via SDP and LMI methods
Stochastic Optimal Design for Unknown Linear Discrete‐Time System Zero‐Sum Games in Input‐Output form Under Communication Constraints
An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
Stochastic minimum-energy control
Linearization and optimization technique for stochastic saturating systems
LQ control of Itô stochastic system with asymmetric information
Robust sliding mode design for uncertain stochastic systems based on H _∞ control method
Risk-sensitive control and an optimal investment model. II.
Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
Linear quadratic optimal control and zero-sum game for uncertain time-delay systems based on pessimistic value
Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations
Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
The geometry of the riccati equation
Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
Low-rank generalized alternating direction implicit iteration method for solving matrix equations
On long term investment optimality
Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations
State-feedback control of systems with multiplicative noise via linear matrix inequalities
On a matrix Riccati equation of cooperative control
Mixed optimal control for discrete-time stochastic systems with random coefficients
Continuous and discrete-time Riccati theory: A Popov-function approach
Further results on optimal local and remote control with packet losses and transmission delay
Nonexistence and nonuniqueness of open-loop equilibria in linear- quadratic differential games
A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations
Convergence of Discount Time Series Dynamic Linear Models
A minimax problem for distributed parameter systems†
Periodic solutions of matrix Riccati equations in discrete time-invariant systems
On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
A Schur decomposition for Hamiltonian matrices
The stochastic linear quadratic control problem with singular estimates
The piecewise parametric optimal control of uncertain linear quadratic models
Mean field linear-quadratic control: uniform stabilization and social optimality
Singular linear quadratic optimal control for singular stochastic discrete-time systems
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
A note on the stabilizing solution of the algebraic Riccati equation†
On the robustness of Riccati flows to complete model misspecification
Stabilizabiltty of certain stochastic systems
Uncertain random linear quadratic control with multiplicative and additive noises
A new approach to lineary perturbed Riccati equations arising in stochastic control
Multistage uncertain random linear quadratic optimal control
Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise
Weak closed-loop solvability of linear quadratic stochastic optimal control problems with partial information
Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
Optimal reduction of linear systems for the least-squares control problem
Properties of the solutions of rational matrix difference equations
Generalized Riccati equations arising in stochastic games
Robust cooperative output regulation of multi-agent systems via adaptive event-triggered control
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
A formal mathematical framework for modeling probabilistic hybrid systems
Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
Uncertain stochastic linear quadratic control subject to forward and backward multi-stage systems
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
Matrix quadratic equations
Solutions for the linear-quadratic control problem of Markov jump linear systems
Low sensitivity feedback gains for deterministic and stochastic control systems
\(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays
Robust control design for linear systems with uncertain parameters
Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
A necessary and sufficient condition for the existence of the stabilizing solution of a large class of discrete-time Riccati type equations with periodic coefficients
Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case
Linear quadratic control for multiple time-delayed uncertain random systems
Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems
Riccati differential equation in optimal filtering of periodic non-stabilizable systems
Linear-quadratic stochastic teams and zero-sum differential games for jump-diffusion systems with Markovian-switching coefficients under partial observations
scientific article; zbMATH DE number 7592792 (Why is no real title available?)
Stochastic linear-quadratic optimal control problems with multi-dimensional state, random coefficients and regime switching
Control-delayed system properties via an ordinary model
Weak closed-loop solvability of stochastic linear-quadratic optimal control problems
General indefinite backward stochastic linear-quadratic optimal control problems
Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps
Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
On a class of rational matrix differential equations arising in stochastic control.
Asymmetric information control for stochastic systems with different intermittent observations
Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
Linear-quadratic optimal control for backward stochastic differential equations with random coefficients

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