Singular linear quadratic optimal control for singular stochastic discrete‐time systems
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Publication:5417273
DOI10.1002/oca.2033zbMath1302.93239OpenAlexW1952790081MaRDI QIDQ5417273
Peng Cui, Zhongsheng Hou, Jun-E. Feng
Publication date: 16 May 2014
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.2033
Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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Optimal control for uncertain random singular systems with multiple time-delays, The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems, Linear-quadratic optimal control for discrete-time stochastic descriptor systems, Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems, A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty, Optimal control for discrete-time singular stochastic systems with input delay, Discounted cost linear quadratic Gaussian control for descriptor systems
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