Pages that link to "Item:Q3986090"
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The following pages link to Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (Q3986090):
Displaying 14 items.
- Quadratic costs and second moments of jump linear systems with general Markov chain (Q661038) (← links)
- A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations (Q879092) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- A linear controller for systems with noise coefficients (Q1083418) (← links)
- On a partially observable LQG problem for systems with Markovian jumping parameters (Q1101406) (← links)
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857) (← links)
- On the continuous time-varying JLQ problem (Q2511902) (← links)
- Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients (Q2512024) (← links)
- Optimal stabilization of stochastic continuous-time systems (Q3984145) (← links)
- Discrete-time jump LQG problem (Q4205385) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping (Q5273742) (← links)
- Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping (Q5346594) (← links)
- A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)
