scientific article; zbMATH DE number 3439537
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- Global theory of the Riccati equation
- Matrix Quadratic Solutions
- On a Matrix Riccati Equation of Stochastic Control
- On a dynamic programming approach to the caterer problem. I
- On the Matrix Riccati Equation
- On the matrix Riccati equation
Cited in
(56)- Finite-horizon and infinite-horizon linear quadratic optimal control problems: a data-driven Euler scheme
- Finite‐time sub‐optimal control design for control affine nonlinear systems
- An improved extended block Arnoldi method for solving low-rank Lyapunov equation
- Order reduction methods for solving large-scale differential matrix Riccati equations
- Dynamic output feedback for switched linear systems based on a LQG design
- Finite horizon robust synthesis using integral quadratic constraints
- An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
- Generalized Lyapunov equation and factorization of matrix polynomials
- On the stability of Kalman-Bucy diffusion processes
- Existence, uniqueness, and stability of solutions to singular linear quadratic optimal control problems
- The Algebraic Riccati Equation without Complete Controllability
- Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method
- On the solvability of the Riccati matrix algebraic equation
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Time inhomogeneous mutation models with birth date dependence
- Risk-Sensitive LQG Discounted Control Problems and Their Asymptotic Behavior
- Frequency theorem and the Lure equation
- The eigenvalue product bounds of the Lyapunov matrix differential equation and the stability of a class of time-varying nonlinear system
- Computing the Lyapunov operator \(\varphi \)-functions, with an application to matrix-valued exponential integrators
- Analysis of continuous-time Kalman filtering under incorrect noise covariances
- Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control
- Exponential integrators for large-scale stiff Riccati differential equations
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
- Stable Optimal Control and Semicontractive Dynamic Programming
- On the convergence of the accelerated Riccati iteration method
- Generalization of the dynamical lack-of-fit reduction from GENERIC to GENERIC
- Designing parametric linear quadratic regulators for parametric LTI systems via LMIs
- Some open problems in matrix theory arising in linear systems and control
- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- A note on lattices of Euclidean subspaces
- Continuous-time robust dynamic programming
- Finite-time convergent zeroing neural network for solving time-varying algebraic Riccati equations
- On positive definite solutions to the algebraic Riccati equation
- An optimization principle for deriving nonequilibrium statistical models of Hamiltonian dynamics
- Popov's method and its subsequent development
- On the parameter estimation of diffusional type processes with constant coefficients (elementary Gaussian processes)
- Classical system theory revisited for turnpike in standard state space systems and impulse controllable descriptor systems
- Recursive Filtering
- On non-negative modeling with CARMA processes
- Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
- A note on Riccati matrix difference equations
- Reinforcement learning and cooperative \(H_\infty\) output regulation of linear continuous-time multi-agent systems
- Analysis and design of complex-valued linear systems
- Continuous and discrete-time Riccati theory: A Popov-function approach
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
- On parameter dependence of solutions of algebraic Riccati equations
- A Lanczos-like method for non-autonomous linear ordinary differential equations
- Simple agent-based dynamical system models for efficient financial markets: theory and examples
- Bias-policy iteration based adaptive dynamic programming for unknown continuous-time linear systems
- On maximum likelihood estimation of the drift matrix of a degenerated O-U process
- Calibrating linear continuous-time dynamical systems via perturbation analysis
- Optimization in the Hardy space and the problem of the parametrization of controllers
- The explicit Laplace transform for the Wishart process
- The time-invariant linear-quadratic optimal control problem
- Parabolic set simulation for reachability analysis of linear time-invariant systems with integral quadratic constraint
- Systems of matrix Riccati equations, linear fractional transformations, partial integrability and synchronization
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