Linear quadratic Pareto optimal control problem of stochastic singular systems
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Publication:509402
DOI10.1016/J.JFRANKLIN.2016.11.021zbMATH Open1355.93215OpenAlexW2559575112MaRDI QIDQ509402FDOQ509402
Authors: Weihai Zhang, Yaning Lin, Lingrong Xue 
Publication date: 9 February 2017
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.11.021
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Cited In (22)
- A kind of linear‐quadratic Pareto cooperative differential game with partial information
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
- Linear quadratic Pareto game of the stochastic systems in infinite horizon
- Indefinite linear quadratic optimal control for discrete time-varying linear rectangular descriptor systems
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems
- Optimal control and zero-sum differential game for Hurwicz model considering singular systems with multifactor and uncertainty
- Robust \(H_\infty\) indefinite guaranteed cost dynamic output feedback control of singular semi-Markov jump systems
- Adaptive synchronization for uncertain delayed fractional-order Hopfield neural networks via fractional-order sliding mode control
- Pareto optimality in the infinite horizon cooperative difference game
- Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
- Optimal control of stochastic singular affine systems with Markovian jumps
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
- Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Linear-quadratic optimal control for discrete-time stochastic descriptor systems
- Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode
- Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model
- Title not available (Why is that?)
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