Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
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Publication:3461687
DOI10.1007/S11768-015-4147-XzbMATH Open1340.93177OpenAlexW2178874808MaRDI QIDQ3461687FDOQ3461687
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Publication date: 15 January 2016
Published in: Control Theory and Technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11768-015-4147-x
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Cited In (15)
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods
- Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems
- 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
- Discrete-time indefinite LQ control with state and control dependent noises
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Indefinite LQ optimal control with cross term for discrete‐time uncertain systems
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
- Indefinite LQ optimal control for discrete-time uncertain systems
- 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 LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
- Indefinite stochastic LQ problem with exponential stability degree constraint
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