LQ Pareto Game of the Stochastic Singular Systems in Infinite Horizon

Author:

Lin Yaning,Zhang Weihai

Publisher

Springer Nature Singapore

Reference9 articles.

1. Xu, S.Y., Lam, J.: Robust Control and Filtering of Singular Systems. Springer, Berlin (2006)

2. Ait Rami, M., Zhou, X.Y.: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls. IEEE Trans. Autom. Control 45(6), 1131–1143 (2000)

3. Zhu, J.D., Ma, S.P., Cheng, Z.L.: Singular LQ problem for descriptor systems. In: Proceedings of the 38th IEEE Conference on Decision and Control, pp. 4098–4099. Phoenix, Arizona (1999)

4. Balasubramaniam, P., Kumaresan, N.: Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks. Appl. Math. Comput. 204, 671–679 (2008)

5. Zhang, Q.L., Xing, S.Y., Sheng, L.: Stability analysis and optimal control of stochastic singular systems. Optim. Lett. 8(6), 1905–1920 (2014)

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