Stability analysis and optimal control of stochastic singular systems

DOI10.1007/s11590-013-0687-5zbMath1301.93169OpenAlexW2055104656MaRDI QIDQ742403

Shuangyun Xing, Zhang, Qingling

Publication date: 18 September 2014

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-013-0687-5

zbMATH Keywords

mean-square stabilitystochastic singular systemslinear quadratic (LQ) controlstochastic generalized Riccati equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Portfolio theory (91G10)

Related Items (20)

Admissibility and stabilization of stochastic singular Markovian jump systems with time delays ⋮ Infinite horizon linear quadratic Pareto game of the stochastic singular systems ⋮ Optimal control of stochastic singular affine systems with Markovian jumps ⋮ Sliding mode control for discrete-time descriptor Markovian jump systems with two Markov chains ⋮ Expected value based optimal control for discrete-time stochastic noncausal systems ⋮ Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems ⋮ Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case ⋮ Optimal control for discrete and continuous stochastic descriptor systems with application to a factory management model ⋮ Saddle-point solution to zero-sumgame for uncertain noncausal systems based on optimistic value ⋮ State and static output feedback control of singular Takagi-Sugeno fuzzy systems with time-varying delay via proportional plus derivative feedback ⋮ Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management ⋮ On the exponential stability of stochastic perturbed singular systems in mean square ⋮ Linear quadratic Pareto optimal control problem of stochastic singular systems ⋮ Stability analysis of uncertain singular systems ⋮ New results on stability of singular stochastic Markov jump systems with state-dependent noise ⋮ Optimal control for discrete-time singular stochastic systems with input delay ⋮ Preview control for continuous-time singular stochastic systems ⋮ Stability analysis of stochastic switching singular systems with jumps ⋮ Discounted cost linear quadratic Gaussian control for descriptor systems ⋮ Normalisation design for delayed singular Markovian jump systems based on system transformation technique

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