Pages that link to "Item:Q1407245"

The following pages link to Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon (Q1407245):

Displaying 40 items.

• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
• Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise (Q386451) (← links)
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
• Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) (← links)
• On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise (Q469638) (← links)
• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
• Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
• A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise (Q976247) (← links)
• Balanced realizations of regime-switching linear systems (Q998619) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Robust quadratic stabilizability and \(H_{\infty}\) control of uncertain linear discrete-time stochastic systems with state delay (Q1793569) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Two iterative algorithms for stochastic algebraic Riccati matrix equations (Q2007540) (← links)
• Non-fragile \(\mathcal{H}_\infty\) SMC for Markovian jump systems in a finite-time (Q2030962) (← links)
• Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
• Non-fragile \(\mathcal{H}_\infty\) finite-time sliding mode control for stochastic Markovian jump systems with time delay (Q2244157) (← links)
• Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps (Q2304032) (← links)
• Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps (Q2440668) (← links)
• Time-inconsistent stochastic LQ problem with regime switching (Q2661836) (← links)
• Optimal control for discrete-time NCSs with input delay and Markovian packet losses: hold-input case (Q2665666) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• <i>H</i> _∞ control for discrete-time nonlinear Markov jump systems with multiplicative noise and sector constraint (Q2933169) (← links)
• Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
• A game-theoretic method for cross-layer stochastic resilient control design in CPS (Q4638206) (← links)
• Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
• Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
• Stabilization control for Itô stochastic system with indefinite state and control weight costs (Q5027352) (← links)
• Stability and stabilisation of Itô stochastic systems with piecewise homogeneous Markov jumps (Q5027939) (← links)
• Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
• Incentive Stackelberg Games for Stochastic Systems (Q5118426) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)