scientific article; zbMATH DE number 3710033
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Publication:3901385
zbMATH Open0453.93025MaRDI QIDQ3901385FDOQ3901385
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Publication date: 1980
Title of this publication is not available (Why is that?)
Existence theories for optimal control problems involving ordinary differential equations (49J15) Large-scale systems (93A15) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Cited In (23)
- The solvability conditions for the inverse eigenvalue problem of normal skew \(J\)-Hamiltonian matrices
- Using the GSVD and the lifting technique to find \(\{P,k+1\}\) reflexive and anti-reflexive solutions of \(AXB=C\)
- An iterative algorithm for the least Frobenius norm Hermitian and generalized skew Hamiltonian solutions of the generalized coupled Sylvester-conjugate matrix equations
- Analytical best approximate Hermitian and generalized skew-Hamiltonian solution of matrix equation \(AXA^{\mathrm{H}}+CYC^{\mathrm{H}}=F\)
- Optimal control for nonlinear singular systems with quadratic performance using neural networks
- Least-squares solutions of generalized inverse eigenvalue problem over Hermitian-Hamiltonian matrices with a submatrix constraint
- Optimal control for linear singular system using genetic programming
- Optimal control for Navier-Stokes Takagi-Sugeno fuzzy equations using Simulink
- Solvability of the matrix equation \(AX^2 = B\) with semi-tensor product
- Theoretical developments in discrete-time control
- Stochastic independent modal-space control of distributed-parameter systems
- Solution of the matrix Riccati equation for the linear quadratic control problems
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- Fuzzy modelling of S-type microbial growth model for ethanol fermentation process and the optimal control using simulink
- (Anti-)Hermitian generalized (anti-)Hamiltonian solution to a system of matrix equations
- Closed-form solutions for a class of optimal quadratic tracking problems
- Optimal control for stochastic nonlinear singular system using neural networks
- An inverse eigenvalue problem and a matrix approximation problem for symmetric skew-Hamiltonian matrices
- Solution of matrix Riccati differential equation for the linear quadratic singular system using neural networks
- A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems
- Formulas for calculating the extremum ranks and inertias of a four-term quadratic matrix-valued function and their applications
- Existence condition of positive-definite solutions for algebraic matrix Riccati equations
- Global symplectic Lanczos method with application to matrix exponential approximation
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