Indefinite linear quadratic optimal control problem for uncertain random discrete-time systems
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Publication:6046905
DOI10.1007/S12190-023-01892-6zbMATH Open1523.49035OpenAlexW4383216364MaRDI QIDQ6046905FDOQ6046905
Authors: Xin Chen, Jing Cao, Ting Jin 
Publication date: 6 October 2023
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-023-01892-6
Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)
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Cited In (7)
- Study on indefinite stochastic linear quadratic optimal control with inequality constraint
- Optimal control for both forward and backward discrete-time systems
- Indefinite LQ optimal control with cross term for discrete‐time uncertain systems
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- Indefinite LQ optimal control for discrete-time uncertain systems
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
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