Linear-Quadratic Control of Discrete-Time Stochastic Systems with Indefinite Weight Matrices and Mean-Field Terms-Reference-Cited by-同舟云学术

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Linear-Quadratic Control of Discrete-Time Stochastic Systems with Indefinite Weight Matrices and Mean-Field Terms

Published:2014 Issue:3 Volume:47 Page:9750-9755
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Ni Yuan-Hua,Li Xun,Zhang Ji-Feng

Publisher

Elsevier BV

Subject

General Medicine

Reference21 articles.

1. Discrete-time indefinite LQ control with state and control dependent noises;Ait Rami;Journal of Global Optimization,2000

2. Indefinite stochastic linear quadratic control and generalized differential Riccati equation;Ait Rami;SIAM Journal on Control and Optimization,2001

3. The matrix minimun principle;Athans;Information and control,1968

4. A. Bensoussan, K.C.J. Sung, S.C.P. Yam, S.P. Yung. Linear-quadratic mean field games. Preprint, 2011.

5. Stochastic linear quadratic regulators with indefinite control weight costs;Chen;SIAM Journal on Control and Optimization,1998

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pareto optimal control of the mean-field stochastic systems by adaptive dynamic programming algorithm;ISA Transactions;2020-07

2. A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application;International Journal of Control;2019-03-14

3. Local Perturbation Analysis of the Stochastic Matrix Riccati Equation with Applications in Finance;Advanced Computing in Industrial Mathematics;2017-10-26

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