Pages that link to "Item:Q1294978"
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The following pages link to Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations (Q1294978):
Displaying 29 items.
- Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715) (← links)
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems (Q1665772) (← links)
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems (Q1788513) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Indefinite LQ control for discrete-time stochastic systems via semidefinite programming (Q1955065) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Optimal output feedback control of a class of linear systems with quasi-colored control-dependent multiplicative noise (Q2151847) (← links)
- Maximum principle for discrete-time stochastic control problem of mean-field type (Q2166009) (← links)
- Stability of stochastic 2-D systems (Q2249021) (← links)
- Time discrete abstract fractional Volterra equations via resolvent sequences (Q2675939) (← links)
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687) (← links)
- Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system (Q3542904) (← links)
- (Q4020035) (← links)
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System (Q4678447) (← links)
- Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise (Q5018404) (← links)
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization (Q5093265) (← links)
- Reliable guaranteed-cost control for networked systems with randomly occurring actuator failures and fading performance output (Q5246252) (← links)
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays (Q5280129) (← links)
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435) (← links)
- Policy gradient methods for discrete time linear quadratic regulator with random parameters (Q6491779) (← links)
- The general maximum principle for discrete-time stochastic control problems (Q6537291) (← links)
- Uncertain random linear quadratic control with multiplicative and additive noises (Q6578636) (← links)
- Weighted stochastic Riccati equations for generalization of linear optimal control (Q6659181) (← links)