Pages that link to "Item:Q2504510"
From MaRDI portal
The following pages link to On stochastic Riccati equations for the stochastic LQR problem (Q2504510):
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)
- A new approach to lineary perturbed Riccati equations arising in stochastic control (Q1381324) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems (Q2079152) (← links)
- (Q4296572) (← links)
- Indefinite Stochastic Riccati Equations (Q4442976) (← links)
- Unified Riccati Theory for Optimal Permanent and Sampled-Data Control Problems in Finite and Infinite Time Horizons (Q4965180) (← links)