scientific article; zbMATH DE number 3439537
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Publication:4765643
zbMATH Open0279.49015MaRDI QIDQ4765643FDOQ4765643
Publication date: 1973
Full work available at URL: https://eudml.org/doc/27806
Title of this publication is not available (Why is that?)
Estimation and detection in stochastic control theory (93E10) Matrix equations and identities (15A24) Existence theories in calculus of variations and optimal control (49J99)
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Cited In (56)
- Finite‐time sub‐optimal control design for control affine nonlinear systems
- Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme
- An improved extended block Arnoldi method for solving low-rank Lyapunov equation
- Generalized Lyapunov equation and factorization of matrix polynomials
- On the convergence of the accelerated Riccati iteration method
- Optimization in the Hardy space and the problem of the parametrization of controllers
- On the Stability of Kalman--Bucy Diffusion Processes
- The Algebraic Riccati Equation without Complete Controllability
- The explicit Laplace transform for the Wishart process
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Finite-time convergent zeroing neural network for solving time-varying algebraic Riccati equations
- On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
- Continuous and discrete-time Riccati theory: A Popov-function approach
- Parabolic set simulation for reachability analysis of linear time-invariant systems with integral quadratic constraint
- Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method
- Stable Optimal Control and Semicontractive Dynamic Programming
- A note on lattices of Euclidean subspaces
- On parameter dependence of solutions of algebraic Riccati equations
- Analysis and design of complex-valued linear systems
- On the solvability of the Riccati matrix algebraic equation
- On non-negative modeling with CARMA processes
- Continuous-Time Robust Dynamic Programming
- Some open problems in matrix theory arising in linear systems and control
- Sparse Grid Approximation of the Riccati Operator for Closed Loop Parabolic Control Problems with Dirichlet Boundary Control
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Finite horizon robust synthesis using integral quadratic constraints
- Dynamic output feedback for switched linear systems based on a LQG design
- Analysis of continuous-time Kalman filtering under incorrect noise covariances
- Popov's method and its subsequent development
- Calibrating linear continuous-time dynamical systems via perturbation analysis
- EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT
- Recursive Filtering
- Systems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronization
- On positive definite solutions to the algebraic Riccati equation
- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- Reinforcement learning and cooperative \(H_\infty\) output regulation of linear continuous-time multi-agent systems
- Bias-policy iteration based adaptive dynamic programming for unknown continuous-time linear systems
- Exponential integrators for large-scale stiff Riccati differential equations
- The time-invariant linear-quadratic optimal control problem
- Classical System Theory Revisited for Turnpike in Standard State Space Systems and Impulse Controllable Descriptor Systems
- Time inhomogeneous mutation models with birth date dependence
- The eigenvalue product bounds of the Lyapunov matrix differential equation and the stability of a class of time-varying nonlinear system
- An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
- Designing parametric linear quadratic regulators for parametric LTI systems via LMIs
- A Lanczos-like method for non-autonomous linear ordinary differential equations
- Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
- Frequency theorem and the Lure equation
- Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
- Simple agent-based dynamical system models for efficient financial markets: theory and examples
- An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
- A Note on Riccati Matrix Difference Equations
- Generalization of the dynamical lack-of-fit reduction from GENERIC to GENERIC
- Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process
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