The LMI approach for stabilizing of linear stochastic systems
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- scientific article; zbMATH DE number 5584616
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Cites work
- Accelerated LMI solvers for the maximal solution to a set of discrete-time algebraic Riccati equations
- An equivalent LMI representation of bounded real Lemma for continuous-time systems
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- LMI optimization for nonstandard Riccati equations arising in stochastic control
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Stochastic linear-quadratic control via semidefinite programming
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
- Tracking a Financial Benchmark Using a Few Assets
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- \(H^{2}\) optimal control for linear stochastic systems
Cited in
(8)- Rank-one LMI approach to simultaneous stabilization of linear systems.
- LMI stability test for multidimensional linear state-space models
- LMI approach to linear positive system analysis and synthesis
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
- scientific article; zbMATH DE number 1066950 (Why is no real title available?)
- An LMI approach to stability for linear time-varying system with nonlinear perturbation on time scales
- scientific article; zbMATH DE number 5584616 (Why is no real title available?)
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