Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
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Cites work
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- Further results on the uncertainty threshold principle
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- On the solution of the Riccati differential equation arising from the LQ optimal control problem
- Semidefinite Programming
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control
- Time-inconsistent stochastic linear-quadratic control
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Cited in
(20)- Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Indefinite LQ optimal control for discrete-time uncertain systems
- Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
- Discrete-time indefinite LQ control with state and control dependent noises
- A note on finite-horizon LQ problems with indefinite cost
- Indefinite stochastic LQ problem with exponential stability degree constraint
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods
- Stabilization control for Itô stochastic system with indefinite state and control weight costs
- Partial stabilizability and hidden convexity of indefinite LQ problem
- LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
- Indefinite LQ optimal control with cross term for discrete‐time uncertain systems
- Optimistic value model of indefinite LQ optimal control for discrete-time uncertain systems
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
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