Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon-Reference-Cited by-同舟云学术

Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon

Published:2000-10 Issue:2 Volume:41 Page:123-133
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Rami M.Ait,Zhou Xun Yu,Moore J.B.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference18 articles.

1. M. Ait Rami, X.Y. Zhou, Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic control, IEEE Trans. Automat. Control, to appear.

2. Conditions for positive and nonnegative definiteness in terms of pseudo-inverses;Albert;SIAM J. Appl. Math.,1969

3. Optimal Control: Linear Quadratic Methods;Anderson,1989

4. Special issues on linear-quadratic-Gaussian problem;Athans;IEEE Trans. Automat. Control,1971

5. Linear Matrix Inequality in Systems and Control Theory;Boyd,1994

Cited by 37 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. The Linear Quadratic Optimal Control Problem for Stochastic Systems Controlled by Impulses;Symmetry;2024-09-06

2. Indefinite mixed H₂/H_∞ control of linear stochastic systems;2024 Australian & New Zealand Control Conference (ANZCC);2024-02-01

3. Optimal regulator for a class of nonlinear stochastic systems with random coefficients;European Journal of Control;2023-11

4. Indefinite Risk-Sensitive Control for a Class of Nonlinear Systems;2023 9th International Conference on Control, Decision and Information Technologies (CoDIT);2023-07-03

5. On the stochastic linear quadratic optimal control problem by piecewise constant controls: The infinite horizon time case;Mathematical Methods in the Applied Sciences;2023-04-14