Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
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Publication:1583219
DOI10.1016/S0167-6911(00)00046-3zbMATH Open0985.93060WikidataQ127975923 ScholiaQ127975923MaRDI QIDQ1583219FDOQ1583219
Authors: Mustapha Ait Rami, Xun Yu Zhou, John Moore 
Publication date: 26 October 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
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Cited In (32)
- An equivalence result in linear-quadratic theory
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- On the Matrix EquationX = Q − S∗X†S
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
- Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations
- Two iterative algorithms for stochastic algebraic Riccati matrix equations
- Optimal regulators for a class of nonlinear stochastic systems
- An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
- Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
- Discrete-time indefinite LQ control with state and control dependent noises
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Mean-field linear-quadratic stochastic differential games in an infinite horizon
- Stochastic linear quadratic optimal control problems in infinite horizon
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Stabilization control for Itô stochastic system with indefinite state and control weight costs
- Partial stabilizability and hidden convexity of indefinite LQ problem
- Stochastic frequency characteristics
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- On some iterations for optimal control of jump linear equations
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems
- Iterations for solving a rational Riccati equation arising in stochastic control
- The LMI approach for stabilizing of linear stochastic systems
- Stabilization in probability and mean square of controlled stochastic dynamical system with state delay
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
- Indefinite stochastic LQ problem with exponential stability degree constraint
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