Pages that link to "Item:Q684753"
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The following pages link to Parallel algorithms for optimal control of large scale linear systems (Q684753):
Displaying 12 items.
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems (Q503191) (← links)
- Exact slow-fast decomposition of the singularly perturbed matrix differential Riccati equation (Q972913) (← links)
- Recursive reduced-order algorithm for singularly perturbed cross Grammian algebraic Sylvester equation (Q1792834) (← links)
- An algorithm for solving the singularly perturbed \(H_\infty\) algebraic Riccati equation (Q1806600) (← links)
- Parallel algorithms for optimal control of weakly coupled and singularly perturbed jump linear systems (Q1899578) (← links)
- Control systems engineering education (Q1911247) (← links)
- New method for optimal control and filtering of weakly coupled linear discrete stochastic systems (Q1911300) (← links)
- On the composite and reduced observer-based control of discrete two-time-scale systems (Q1912563) (← links)
- Multimodeling control via system balancing (Q1958906) (← links)
- Optimal control for a new class of singularly perturbed linear systems (Q2409234) (← links)
- A parallel version of a quasigradient methoid In stochastic control theory<sup>∗</sup> (Q2710384) (← links)
- Joint queue-perturbed and weakly coupled power control for wireless backbone networks (Q2934515) (← links)
