Pages that link to "Item:Q5267139"
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The following pages link to Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem (Q5267139):
Displaying 9 items.
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- A linear quadratic model based on multistage uncertain random systems (Q2415113) (← links)
- Uncertain optimal control of linear quadratic models with jump (Q2450483) (← links)
- Quadratic and<i>H</i><sub>∞</sub>switching control for discrete-time linear systems with multiplicative noises (Q2938606) (← links)
- Stabilization control for Itô stochastic system with indefinite state and control weight costs (Q5027352) (← links)
- Hurwicz model of uncertain linear quadratic optimal control with jump (Q5157959) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
