Solution to stochastic LQR problem with multiple inputs
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Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Decentralized <inline-formula> <tex-math notation="TeX">$H_{2}$</tex-math></inline-formula> Control for Multi-Channel Stochastic Systems
- Discrete-time indefinite LQ control with state and control dependent noises
- Further results on the uncertainty threshold principle
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
- Necessary and Sufficient Condition for Two-Player Stackelberg Strategy
- On a Matrix Riccati Equation of Stochastic Control
- Optimal Stationary Control with State Control Dependent Noise
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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