Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
From MaRDI portal
Publication:1294978
Recommendations
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
- Discrete time LQG controls with control dependent noise
- On the riccati difference equation of optimal control
- Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise
- scientific article; zbMATH DE number 94239
- Optimal dissipative control of a class of discrete-time nonlinear stochastic systems with general criteria
- Discrete-time indefinite LQ control with state and control dependent noises
Cited in
(29)- Time discrete abstract fractional Volterra equations via resolvent sequences
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise
- Weighted stochastic Riccati equations for generalization of linear optimal control
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- Reliable guaranteed-cost control for networked systems with randomly occurring actuator failures and fading performance output
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- Policy gradient methods for discrete time linear quadratic regulator with random parameters
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
- Stability of stochastic 2-D systems
- Uncertain random linear quadratic control with multiplicative and additive noises
- The general maximum principle for discrete-time stochastic control problems
- Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
- Maximum principle for discrete-time stochastic control problem of mean-field type
- scientific article; zbMATH DE number 94239 (Why is no real title available?)
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems
- Robust reinforcement learning for stochastic linear quadratic control with multiplicative noise
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
- Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
- Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
This page was built for publication: Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1294978)
