Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems
From MaRDI portal
Publication:1665772
DOI10.1155/2015/476545zbMath1394.93355OpenAlexW2004205973WikidataQ59118687 ScholiaQ59118687MaRDI QIDQ1665772
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/476545
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
- On stabilizability and exact observability of stochastic systems with their applications.
- Discrete-time indefinite LQ control with state and control dependent noises
- Error variance-constrained ℋ∞filtering for a class of nonlinear stochastic systems with degraded measurements: the finite horizon case
- Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
- Further results on the uncertainty threshold principle
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Variance-Constrained ${\cal H}_{\infty}$ Filtering for a Class of Nonlinear Time-Varying Systems With Multiple Missing Measurements: The Finite-Horizon Case
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
- Finite Horizon $H_{2}/H_{\infty}$ Control for Discrete-Time Stochastic Systems With Markovian Jumps and Multiplicative Noise
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- ${\cal H}$-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems
- On a Matrix Riccati Equation of Stochastic Control
- Convex Programming and Duality in Normed Space
- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
