Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
From MaRDI portal
Publication:4537787
DOI10.1137/S0363012900371083zbMATH Open1009.93082OpenAlexW2173931892WikidataQ115246812 ScholiaQ115246812MaRDI QIDQ4537787FDOQ4537787
Authors: Mustapha Ait Rami, John Moore, Xun Yu Zhou 
Publication date: 23 June 2002
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012900371083
Recommendations
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
dynamic programminggeneralized Riccati equationstochastic LQ controlmatrix pseudo-inversematrix minimum principleindefinite costs
Cited In (only showing first 100 items - show all)
- Study on indefinite stochastic linear quadratic optimal control with inequality constraint
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods
- The stochastic goodwill problem
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- Singular linear quadratic optimal control for singular stochastic discrete-time systems
- Title not available (Why is that?)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- Generalized Riccati equations arising in stochastic games
- Indefinite stochastic optimal LQR control with cross term under IQ constraints.
- Solution to stochastic LQ control problem for Itô systems with state delay or input delay
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- Title not available (Why is that?)
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- On a class of rational matrix differential equations arising in stochastic control.
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
- The Regular Free-Endpoint Linear Quadratic Problem with Indefinite Cost
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- A note on finite-horizon LQ problems with indefinite cost
- Discrete-time indefinite LQ control with state and control dependent noises
- Optimal control of the risk process in a regime-switching environment
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Title not available (Why is that?)
- Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case
- Stochastic linear quadratic optimal control problems in infinite horizon
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
- Optimal control of stochastic singular affine systems with Markovian jumps
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
- Partial stabilizability and hidden convexity of indefinite LQ problem
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
- A mean field absorbing control model for interacting objects systems
- On some iterations for optimal control of jump linear equations
- A mean field approach for discounted zero-sum games in a class of systems of interacting objects
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Indefinite LQ optimal control for discrete-time uncertain systems
- A separation theorem for stochastic singular linear quadratic control problem with partial information
- Iterations for solving a rational Riccati equation arising in stochastic control
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- Stabilization in probability and mean square of controlled stochastic dynamical system with state delay
- Advertising for a new product introduction: a stochastic approach.
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
- Characterization of optimal feedback for stochastic linear quadratic control problems
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
- Linear quadratic Pareto optimal control problem of stochastic singular systems
- A communication mix for an event planning: a linear quadratic approach
- Indefinite Stochastic Riccati Equations
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Efficient computation of optimal open-loop controls for stochastic systems
- Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks
- The regular indefinite linear quadratic optimal control problem: stabilizable case
- Stability analysis and optimal control of stochastic singular systems
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
- Optimal control for controllable stochastic linear systems
- Necessary conditions in stochastic linear quadratic problems and their applications
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs
- Optimal control for both forward and backward discrete-time systems
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
- General indefinite backward stochastic linear-quadratic optimal control problems
- Stochastic linear quadratic differential games in a state feedback setting with sampled measurements
- Optimal regulators for a class of nonlinear stochastic systems
- An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
- The difference and unity of irregular LQ control and standard LQ control and its solution
- Linear-quadratic optimal control problems of state delay systems under full and partial information
- Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming
- Fuzzy modelling of S-type microbial growth model for ethanol fermentation process and the optimal control using simulink
- A mean field game approach for a class of linear quadratic discrete choice problems with congestion avoidance
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
- Stabilization control for Itô stochastic system with indefinite state and control weight costs
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
- Indefinite risk-sensitive control
- On the stochastic linear quadratic control problem with piecewise constant admissible controls
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Discounted cost linear quadratic Gaussian control for descriptor systems
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
- Optimal control for unknown mean-field discrete-time system based on Q-learning
- A singular linear quadratic time-inconsistent optimal control problem
This page was built for publication: Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4537787)
