scientific article; zbMATH DE number 3439537

zbMATH Open0279.49015MaRDI QIDQ4765643FDOQ4765643

Vladimír Kučera

Publication date: 1973

Full work available at URL: https://eudml.org/doc/27806

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Mathematics Subject Classification ID

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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