A separation theorem for stochastic singular linear quadratic control problem with partial information

DOI10.1007/S10255-013-0218-2zbMATH Open1266.93163OpenAlexW2071526905MaRDI QIDQ350752FDOQ350752

Hongji Ma, Ting Hou

Publication date: 3 July 2013

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-013-0218-2

Recommendations

• A quasi-separation theorem for LQG optimal control with IQ constraints
• scientific article; zbMATH DE number 3878820
• A separation principle for partially observed control of singular stochastic processes
• Linear-quadratic problem of stochastic control. II: The separation problem
• Generalized linear-quadratic stochastic control problem with incomplete information

zbMATH Keywords

linear systemsseparation theoremgeneralized differential Riccati equationKalman-Bucy filteringlinear quadratic (LQ) controlsingular optimal control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Stochastic Hamilton–Jacobi–Bellman Equations
• Title not available (Why is that?)
• Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
• Robust H/sub /spl infin// filtering for nonlinear stochastic systems
• On stabilizability and exact observability of stochastic systems with their applications.
• Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
• The singular solutions to a singular quadratic minimization problem†
• A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Linear estimation in Krein spaces. I. Theory
• The matrix minimum principle

Cited In (18)

• Asymptotics of information sets in singularly perturbed problems of optimal control
• Global analysis of a novel nonlinear stochastic SIVS epidemic system with vaccination control
• \(H_2 / H_\infty\) control for MJLS with infinite Markov chain
• Dynamical analysis of a class of prey-predator model with Beddington-DeAngelis functional response, stochastic perturbation, and impulsive toxicant input
• Dynamics of a nonautonomous stochastic SIS epidemic model with double epidemic hypothesis
• Title not available (Why is that?)
• Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
• A separation principle for partially observed control of singular stochastic processes
• Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances
• Disturbance attenuation via double-domination approach for feedforward nonlinear system with unknown output function
• Sequential quadratic programming method for nonlinear least squares estimation and its application
• Extinction and persistence in mean of a novel delay impulsive stochastic infected predator-prey system with jumps
• Global analysis of a new nonlinear stochastic differential competition system with impulsive effect
• Threshold dynamics of a stochastic chemostat model with two nutrients and one microorganism
• Stabilization of stochastic Markovian jump systems with partially unknown transition probabilities and multiplicative noise
• Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process
• Tikhonov regularized variable projection algorithms for separable nonlinear least squares problems
• Random attractor of reaction-diffusion Hopfield neural networks driven by Wiener processes

This page was built for publication: A separation theorem for stochastic singular linear quadratic control problem with partial information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q350752)