Stability analysis and optimal control of stochastic singular systems
DOI10.1007/S11590-013-0687-5zbMATH Open1301.93169OpenAlexW2055104656MaRDI QIDQ742403FDOQ742403
Authors: Shuangyun Xing, Qingling Zhang
Publication date: 18 September 2014
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-013-0687-5
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mean-square stabilitystochastic singular systemslinear quadratic (LQ) controlstochastic generalized Riccati equation
Portfolio theory (91G10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
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Cited In (25)
- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- New results on stability of singular stochastic Markov jump systems with state-dependent noise
- Robust stabilisation for a class of stochastic T-S fuzzy descriptor systems via dynamic sliding-mode control
- Stability analysis of stochastic switching singular systems with jumps
- Controllability and observability of stochastic singular systems in Banach spaces
- Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise
- Preview control for continuous-time singular stochastic systems
- Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case
- Optimal control of stochastic singular affine systems with Markovian jumps
- Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value
- State and static output feedback control of singular Takagi-Sugeno fuzzy systems with time-varying delay via proportional plus derivative feedback
- Stability analysis of uncertain singular systems
- Expected value based optimal control for discrete-time stochastic noncausal systems
- Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems
- Sliding mode control for discrete-time descriptor Markovian jump systems with two Markov chains
- On the exponential stability of stochastic perturbed singular systems in mean square
- Normalisation design for delayed singular Markovian jump systems based on system transformation technique
- Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model
- Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management
- Optimal control for discrete-time singular stochastic systems with input delay
- Discounted cost linear quadratic Gaussian control for descriptor systems
- Admissibility and stabilization of stochastic singular Markovian jump systems with time delays
- Linear quadratic Pareto optimal control problem of stochastic singular systems
- Stability and optimal control for uncertain continuous-time singular systems
- New stability criteria for stochastic perturbed singular systems in mean square
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