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Cites work
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Cited in
(64)- On positive definite solutions to the algebraic Riccati equation
- On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
- On parameter dependence of solutions of algebraic Riccati equations
- Analysis of continuous-time Kalman filtering under incorrect noise covariances
- Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
- Frequency theorem and the Lure equation
- Some open problems in matrix theory arising in linear systems and control
- The time-invariant linear-quadratic optimal control problem
- Continuous and discrete-time Riccati theory: A Popov-function approach
- Generalized Lyapunov equation and factorization of matrix polynomials
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- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- Exponential integrators for large-scale stiff Riccati differential equations
- Popov's method and its subsequent development
- On non-negative modeling with CARMA processes
- Reinforcement learning and cooperative H_ output regulation of linear continuous-time multi-agent systems
- A Lanczos-like method for non-autonomous linear ordinary differential equations
- The explicit Laplace transform for the Wishart process
- The Algebraic Riccati Equation without Complete Controllability
- Stable Optimal Control and Semicontractive Dynamic Programming
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
- Order reduction methods for solving large-scale differential matrix Riccati equations
- An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics
- Recursive Filtering
- On the stability of Kalman-Bucy diffusion processes
- Stochastic \varepsilon-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Dynamic output feedback for switched linear systems based on a LQG design
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control
- Calibrating linear continuous-time dynamical systems via perturbation analysis
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- Finite horizon robust synthesis using integral quadratic constraints
- Finite‐time sub‐optimal control design for control affine nonlinear systems
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- Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme
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- Mean field equilibrium asset pricing model under partial observation: an exponential quadratic Gaussian approach
- A cone-preserving solution to a nonsymmetric Riccati equation
- Backward differentiation formula method and random forest method to solve continuous-time differential Riccati equations
- Sparse grid approximation of the Riccati equation
- Model reduction of multivariate geometric Brownian motions and localization in a two-state quantum system
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