Optimal Stationary Control of a Linear System with State-Dependent Noise

Cited in

(48)

Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
State-feedback control of systems with multiplicative noise via linear matrix inequalities
Pathological asymptotic behavior of control systems in Banach space
Method of stochastic sensitivity synthesis in a stabilisation problem for nonlinear discrete systems with incomplete information
New results on stochastic systems excited by white noise powers
\(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
On the instability of an oscillatory distributed parameter system
Small-gain criteria for mean-square stability of random delay systems
Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
\(H_\infty\) output-feedback control of discrete-time systems with state-multiplicative noise
Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise
Time-average control of martingale problems: the hamilton-jacobi-bellman equation
System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
A general result in stochastic optimal control of nonlinear discrete-time systems with quadratic performance criteria
Optimal robust stabilization compensator design: a deterministic approach
Two iterative algorithms for stochastic algebraic Riccati matrix equations
Decentralized adaptive control of large-scale time-varying stochastic nonlinear systems with unknown covariance
Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
Generalities on linear matrix inequalities and observer design of linear systems
Optimal stationary linear control of the Wiener process
State-feedback \(H^{\infty}\)-type control of linear systems with time-varying parameter uncertainty
Linear optimal stochastic control using instantaneous output feedback‡
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients
Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
Impulse-free linear quadratic optimal control of switched differential algebraic equations
Adaptive dynamic programming infinite-horizon optimal tracking control for stochastic linear discrete-time systems
Statistical and stabilizability properties of equivalent discrete-time systems with stochastic parameters
Remote stabilization over fading channels
Robust variance control for systems with finite-signal-to-noise uncertainty
Identification of linear systems with multiplicative noise from multiple trajectory data
Some generic invariant factor assignment results using dynamc output feedback
Optimal control of linear stochastic systems described by functional differential equations
Optimal stochastic control
Optimal linear filtering for linear systems with state-dependent noise
Optimal control of linear stochastic systems described by functional differential equations
On a stochastic representation for the principal eigenvalue of a second-order differential equation
Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
Stabilization of continuous-time systems against stochastic network uncertainties: fundamental variance bounds
Decoherence time control by interconnection for finite-level quantum memory systems
Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems
On the existence of an optimal feedback control for stochastic systems
Criterion of existence of an optimal control for a class of linear stochastic systems
The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
Moment dynamics and observer design for a class of quasilinear quantum stochastic systems
Vertex‐dependent filtering of retarded uncertain state‐multiplicative noisy systems
Optimal control problem of stochastic systems
On the exponential stability and instability of linear stochastic systems
A survey of some recent results in linear multivariable feedback theory

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