The Linear Quadratic Regulator Problem for a Class of Controlled Systems Modeled by Singularly Perturbed Itô Differential Equations-Reference-Cited by-同舟云学术

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The Linear Quadratic Regulator Problem for a Class of Controlled Systems Modeled by Singularly Perturbed Itô Differential Equations

Published:2012-01 Issue:1 Volume:50 Page:448-470
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Dragan Vasile,Mukaidani Hiroaki,Shi Peng

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/100798661

Reference31 articles.

1. Newton’s method for concave operators with resolvent positive derivatives in ordered Banach spaces

2. The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping

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