Indefinite LQ control for discrete-time stochastic systems via semidefinite programming

DOI10.1155/2012/674087zbMath1264.93274OpenAlexW2022664280WikidataQ58911566 ScholiaQ58911566MaRDI QIDQ1955065

Shaowei Zhou, Weihai Zhang

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/674087

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Cites Work

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• Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
• Semidefinite programming duality and linear time-invariant systems
• On a Matrix Riccati Equation of Stochastic Control

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