Discrete-time indefinite stochastic LQ control via SDP and LMI methods
From MaRDI portal
Publication:411051
DOI10.1155/2012/638762zbMath1235.93266OpenAlexW1986076592WikidataQ58906302 ScholiaQ58906302MaRDI QIDQ411051
Publication date: 4 April 2012
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/638762
Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Optimal stochastic control (93E20)
Related Items
The finite volume WENO with Lax-Wendroff scheme for nonlinear system of Euler equations, \(H_2 / H_\infty\) control for MJLS with infinite Markov chain, Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
Cites Work
- Unnamed Item
- Unnamed Item
- Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case
- On the existence of maximal solution for generalized algebraic Riccati equations arising in stochastic control
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- On stabilizability and exact observability of stochastic systems with their applications.
- Discrete-time indefinite LQ control with state and control dependent noises
- Stochastic Linear-Quadratic Control via Semidefinite Programming
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Linear Matrix Inequalities in System and Control Theory
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Semidefinite Programming
- H∞-type control for discrete-time stochastic systems
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
- Semidefinite programming duality and linear time-invariant systems
- On a Matrix Riccati Equation of Stochastic Control
