Pages that link to "Item:Q5573782"
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The following pages link to On a Matrix Riccati Equation of Stochastic Control (Q5573782):
Displaying 50 items.
- Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715) (← links)
- A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations (Q276501) (← links)
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems (Q346624) (← links)
- Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653) (← links)
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) (← links)
- Stochastic optimal control of unknown linear networked control system in the presence of random delays and packet losses (Q445115) (← links)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- Necessary and sufficient conditions for average formation tracking of second-order multi-agent systems with multiple leaders (Q509335) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Optimal control for stochastic linear quadratic singular periodic neuro Takagi-Sugeno (T-S) fuzzy system with singular cost using ant colony programming (Q639149) (← links)
- State-feedback control of systems with multiplicative noise via linear matrix inequalities (Q673896) (← links)
- Stability of stochastic systems with uncertain time delays (Q674310) (← links)
- \(H_{\infty}\) output feedback control for uncertain stochastic systems with time-varying delays (Q705192) (← links)
- Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises (Q716120) (← links)
- An improved algorithm to solve a discrete matrix Riccati equation (Q749484) (← links)
- Error bounds for Newton refinement of solutions to algebraic Riccati equations (Q753746) (← links)
- Indefinite LQ optimal control for discrete-time uncertain systems (Q780242) (← links)
- A singular perturbation model of reliability in systems control (Q794615) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- An asymptotic stability theorem of Peuteman--Aeyels for Itô processes and its applications in synchronous switching systems (Q864473) (← links)
- A formal mathematical framework for modeling probabilistic hybrid systems (Q870808) (← links)
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
- Stochastic minimum-energy control (Q888813) (← links)
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control (Q914643) (← links)
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems (Q948949) (← links)
- An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games (Q962194) (← links)
- A Schur decomposition for Hamiltonian matrices (Q998253) (← links)
- Stochastic linear quadratic regulation for discrete-time linear systems with input delay (Q1036676) (← links)
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- Analytical construction of a negative semidefinite solution of algebraic Riccati equations and its application (Q1055379) (← links)
- Stabilizability and detectability of linear periodic systems (Q1058499) (← links)
- The extended periodic Lyapunov lemma (Q1070982) (← links)
- Recursive solution of linear-quadratic Nash games for weakly interconnected systems (Q1091319) (← links)
- Stochastic controllability of linear systems with Markovian jumps (Q1092846) (← links)
- Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise (Q1095104) (← links)
- Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems (Q1098908) (← links)
- Quadratic control for linear periodic systems (Q1104905) (← links)
- Existence theorem for the difference Riccati equations (Q1109242) (← links)
- Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations (Q1110438) (← links)
- Decentralized control with overlapping information sets (Q1139534) (← links)
- Nonexistence and nonuniqueness of open-loop equilibria in linear- quadratic differential games (Q1154955) (← links)
- Maximal solution of a certain class of periodic Riccati differential equations (Q1187382) (← links)
- Multirate control: A new approach (Q1190499) (← links)
- Analysis of systems with shot noise (Q1213692) (← links)
- On a theorem by W. Hahn (Q1217538) (← links)
- A note on optimal filtering in the presence of unknown biases (Q1222136) (← links)
- Addendum to `On the stabilizability problem in Banach space' (Q1229657) (← links)
