Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations

DOI10.1016/S0005-1098(98)00044-2zbMATH Open0944.93032OpenAlexW1996731752MaRDI QIDQ1294978FDOQ1294978

Authors: Alessandro Beghi, Domenico D'Alessandro 

Publication date: 22 August 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00044-2

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
• 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

zbMATH Keywords

discrete-time systemsLQG controlcontrol-dependent noiseexplicit conditions

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Cited In (29)

• Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
• Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
• Uncertain random linear quadratic control with multiplicative and additive noises
• Title not available (Why is that?)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
• Maximum principle for discrete-time stochastic optimal control problem and stochastic game
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
• Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
• Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
• Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise
• Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems
• Time discrete abstract fractional Volterra equations via resolvent sequences
• Policy gradient methods for discrete time linear quadratic regulator with random parameters
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
• Maximum principle for discrete-time stochastic control problem of mean-field type
• Stochastic linear quadratic optimal control with constraint for discrete-time systems
• Weighted stochastic Riccati equations for generalization of linear optimal control
• Stability of stochastic 2-D systems
• Reliable guaranteed-cost control for networked systems with randomly occurring actuator failures and fading performance output
• The general maximum principle for discrete-time stochastic control problems
• Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems
• Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
• Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay

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)