Pages that link to "Item:Q2753204"
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The following pages link to Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters (Q2753204):
Displaying 30 items.
- Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017) (← links)
- On the stability radii of continuous-time infinite Markov jump linear systems (Q661014) (← 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)
- Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems (Q948949) (← links)
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon (Q1407245) (← links)
- Model reduction for discrete-time Markov jump Lur'e systems with time-varying delays in a unified framework (Q1660727) (← links)
- Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions (Q1723271) (← links)
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857) (← links)
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon (Q2005393) (← links)
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) (← links)
- Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities (Q2235377) (← links)
- Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems (Q2472405) (← links)
- Discussion on: ``On the continuous time-varying JLQ problem'' (Q2511903) (← links)
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (Q2566761) (← links)
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control (Q2857156) (← links)
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces (Q2926484) (← links)
- Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost (Q3986090) (← links)
- Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters (Q4450717) (← links)
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems (Q4542190) (← links)
- On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems (Q4678742) (← links)
- H ∞ filtering for Markovian jump linear systems (Q4804963) (← links)
- Fast array algorithm for filtering of Markovian jump linear systems (Q4908484) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- Existence of Solution for Generalized Coupled Differential Riccati Equation (Q5213940) (← links)
- Stability of discrete-time positive evolution operators on ordered Banach spaces and applications (Q5301069) (← links)
- Adaptive control of linear Markov jump systems (Q5484611) (← links)
- Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case (Q6099291) (← links)
- A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)
- Infinite horizon LQ Nash games for SDEs with infinite jumps (Q6578593) (← links)
