Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems
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Cites work
- A Hamiltonian approach to the factorization of the matrix Riccati equation
- Almost Sure Boundedness of Randomly Sampled Systems
- Certainty equivalent control of stochastic systems: Stability property
- Constant feedback stabilization of discrete-time systems with random-coefficients†
- Equivalent discrete optimal control problem for randomly sampled digital control systems
- Further results on the uncertainty threshold principle
- General suboptimal approach to the control and estimation of discrete-time systems
- Infinite horizon optimal control of linear discrete time systems with stochastic parameters
- Linear optimal stochastic control using instantaneous output feedback‡
- On discrete-time Riccati-like matrix difference equations with random coefficients
- On the matrix Riccati equation for linear systems with random gain
- Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
- Stabilization of deterministic and stochastic-parameter discrete systems
- Stabilization of discrete-time systems with stochastic parameters
- The influence of finite word length on digital optimal control
Cited in
(10)- Parametrizing stabilizing controls in stochastic systems
- Stabilization of discrete-time systems with stochastic parameters
- Stabilization of deterministic and stochastic-parameter discrete systems
- Control of randomly varying systems with prescribed degree of stability
- Dynamic feedback control of stochastic-parameter systems
- Feedback controllers for stochastic-parameter systems: Relations among various stabilizability conditions
- Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions
- scientific article; zbMATH DE number 844479 (Why is no real title available?)
- Stabilization of linear systems in random horizon via control
- Value iteration for LQR control of unknown stochastic-parameter linear systems
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