Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
From MaRDI portal
Publication:6115934
DOI10.1080/00207721.2023.2222007zbMath1520.93618OpenAlexW4380202582MaRDI QIDQ6115934
No author found.
Publication date: 10 August 2023
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2023.2222007
stochastic systemorthogonal decompositionmultiplicative noiselinear quadratic regulationindefinite weight cost
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stabilization and optimal control of discrete-time systems with multiplicative noise and multiple input delays
- Control and estimation of systems with input/output delays.
- A ``nearly ideal solution to linear time-varying rational expectations models
- Piecewise-linear LQ control for systems with input constraints
- Time-delay systems: an overview of some recent advances and open problems.
- Some thoughts on rational expectations models, and alternate formulations
- On continuous-time constrained stochastic linear-quadratic control
- Asymmetric information control for stochastic systems with different intermittent observations
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Probability
- Necessary and Sufficient Stabilizing Conditions for Networked Control Systems With Simultaneous Transmission Delay and Packet Dropout
- Optimal Control and Stabilization for Networked Control Systems With Asymmetric Information
- On a Matrix Riccati Equation of Stochastic Control
This page was built for publication: Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
