Pages that link to "Item:Q2509133"
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The following pages link to Mathematical methods in robust control of linear stochastic systems. (Q2509133):
Displayed 47 items.
- New methods for mode-independent robust control of Markov jump linear systems (Q254629) (← links)
- Optimal \(H_2\) filtering for a class of linear stochastic systems with sampling (Q361007) (← links)
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Analysis of criteria for long-run average in the problem of stochastic linear regulator (Q507103) (← links)
- Stabilization of stochastic systems under Markovian switching (Q608381) (← links)
- Stabilizing composite control for a class of linear systems modeled by singularly perturbed Itô differential equations (Q629059) (← links)
- Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic \(H_\infty\) control problems (Q634182) (← links)
- Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach (Q665219) (← 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)
- Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching (Q1643211) (← links)
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps (Q1660639) (← links)
- Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach (Q1677236) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases (Q1719458) (← links)
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems (Q1793265) (← links)
- \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints (Q1932711) (← links)
- Mixed \(H_2/H_\infty\) performance analysis and state-feedback control design for networked systems with fading communication channels (Q1954617) (← links)
- Output dynamic controller analysis for stochastic systems of multiplicative type (Q2139492) (← links)
- Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
- On the robustness of Markov jump linear systems with norm-bounded uncertainty on transition rates (Q2170718) (← links)
- Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps (Q2198291) (← links)
- Robust stability and stabilization of a class of nonlinear discrete time stochastic systems: an LMI approach (Q2250222) (← links)
- A unified framework for asymptotic and transient behavior of linear stochastic systems (Q2279228) (← links)
- On the optimal control problem for a linear stochastic system with an unstable state matrix unbounded at infinity (Q2290300) (← links)
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise (Q2398752) (← links)
- Stochastic stabilization of a class of nonhomogeneous Markovian jump linear systems (Q2430958) (← links)
- Output feedback control of a class of stochastic hybrid systems (Q2440729) (← links)
- \(\mathcal H_2\) optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise (Q2454060) (← links)
- Optimal superexponential stabilization of solutions of linear stochastic differential equations (Q2660536) (← links)
- Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems (Q2662310) (← links)
- Stochastic stability of switching linear systems with application to an automotive powertrain model (Q2666493) (← links)
- Robust Stackelberg controllability for the Kuramoto-Sivashinsky equation (Q2674829) (← links)
- Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs (Q2682333) (← links)
- An<i>H<sub>2</sub></i>-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations (Q2929463) (← links)
- Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay (Q3391773) (← links)
- Feedback Stabilization of Markov Jump Linear Systems with Time-Varying Delay (Q3506302) (← links)
- Robust Control of Stochastic Structures Using Minimum Norm Quadratic Partial Eigenvalue Assignment Technique (Q4555207) (← links)
- Optimal time-weighted<i>H</i><sub>2</sub>model reduction for Markovian jump systems (Q4905781) (← links)
- Robust Stability and Stabilization of a Class of Nonlinear Itô-Type Stochastic Systems via Linear Matrix Inequalities (Q4916955) (← links)
- The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions (Q5097386) (← links)
- Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties (Q5168002) (← links)
- Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump (Q5172562) (← links)
- Adaptive Tracking Control of Hybrid Switching Markovian Systems with Its Applications (Q5883160) (← links)
- Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- Phase of linear time-periodic systems (Q6164034) (← links)