Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems

DOI10.1007/s11768-015-4147-xzbMath1340.93177OpenAlexW2178874808MaRDI QIDQ3461687

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Publication date: 15 January 2016

Published in: Control Theory and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-015-4147-x

zbMATH Keywords

semidefinite programminglinear matrix inequalitygeneralized algebraic Riccati equationdiscrete-time stochastic systemsindefinite stochastic LQ control

Mathematics Subject Classification ID

Semidefinite programming (90C22) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems ⋮ Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games

Cites Work

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