位置：成果数据库 > 期刊 > 期刊详情页
Study on indefinite stochastic linear quadratic optimal control with inequality constraint
  • ISSN号：1110-757X
  • 期刊名称：Journal of Applied Mathematics
  • 时间：2013.10.2
  • 页码：-
  • 相关项目：具有随机系数的随机微分系统的能观性、耗散性和H2/H∞控制及其应用研究
作者： Li, Guiling|Zhang, Weihai|
同期刊论文项目
具有随机系数的随机微分系统的能观性、耗散性和H2/H∞控制及其应用研究
期刊论文 53 会议论文 16 获奖 10
同项目期刊论文
Stochastic systems 2013
General stability of stochastic Markov jump linear systems based on the spectrum technique
On detectability and observability of discrete-time stochastic Markov jump systems with state-depend
Infinite horizon H2/H∞ optimal control for discrete-time Markov jump systems with (x,u,v)-dependent
Spectral characterisation for stability and stabilisation of linear stochastic systems with Markovia
Finite-time stability and stabilization of linear Ito stochastic systems with state and control-depe
Infinite horizon H 2 H control for discrete-time time-varying Markov jump systems with multiplicativ
Robust H∞ filtering for general nonlinear stochastic state-delayed systems
Discrete-dime indefinite stochastic LQ control via SDP and LMI methods
Indefinite LQ control for discrete-time stochastic systems via semidefinite programming
Stochastic Systems: Modeling, Analysis, Synthesis, Control, and Their Applications to Engineering
基于谱技术的随机系统的区间输出反馈镇定控制
Infinite horizon linear quadratic differential games for discrete-time stochastic systems
Robust H2/H∞ filter design for a class of nonlinear stochastic systems with state-dependent noise
Robust filter for nonlinear stochastic partial differential systems in sensor signal processing: Fuz
H-Representation and applications to generalized lyapunov equations and linear stochastic systems
State and output feedback finite-time guaranteed cost control of linear It stochastic systems
Infinite horizon H2/H∞ control for discrete-time time-varying Markov jump systems with multiplicativ
Robust H2/H∞ control for periodic stochastic difference systems with mutiplicative noise
Continuous-time stochastic consensus: Stochastic approximation and Kalman–Bucy filtering based proto
Relationship between nash equilibrium strategies and H2/H∞ control of stochastic markov jump systems
A geometric approach to H∞ control of nonlinear Markovian jump systems
Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
Finite horizon H2/H∞ control of time-varying stochastic systems with Markov jumps and (x, u, v)-depe
Positive solutions for boundary value problems of singular fractional differential equations
The output feedback H∞ control design for the linear stochastic system driven by both Brownian motio
Some properties of exact observability of linear stochastic systems and their applications
Dissipative control for Markov jump non-linear stochastic systems based on T-S fuzzy model
Some remarks on infinite horizon stochastic H2/H∞ control with (x,u,v)-dependentnoise and Markov jum
Finite horizonmean-field stochastic H2/H infty control for continuous-timesystems with (x,v)-depende
Spectral perspective on the stability of discrete-time markov jump systems with multiplicative noise
Algorithms to solve stochastic H2/H∞control with state-dependent noise
Interval output feedback stabilization control for stochastic systems based on spectrum technique
H-Representation and applications to generalized Lyapunov equations and linear stochastic systems, (
Infinite horizon H∞ control for nonlinear stochastic Markov jump systems with (x,u,v)-dependent nois
Some remarks on stability of stochastic singular systems with state-dependent noise
Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
基于H表示的时变随机Markov跳跃系统的能观性
A maximum principle for optimal control of discrete-time stochastic systems with multiplicative nois
Finite-time stability and stabilization of Ito stochastic systems with Markovian switching: Mode-dep
Properties of solutions to generalized Lyapunov equations for discrete stochastic Markov jump system
The H∞ control for bilinear systems with Poisson jumps
Feedback control on nash equilibrium for discrete-time stochastic systems with Markov jumps: Finite
Stochastic linear quadratic optimal control with constraint for discrete-time systems
Finite-time stability and stabilization of Ito-type stochastic singular systems
Some remarks on general nonlinear stochastic H∞ control with state, control, and disturbance-depende