Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon

Xun Li; Xun Yu Zhou; Mustapha Ait Rami

doi:10.1023/a:1024887007165

ScienceGate Book Chapters

JOURNAL ARTICLE

Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon

Xun Li Xun Yu Zhou Mustapha Ait Rami

Year: 2003 Journal: Journal of Global Optimization Vol: 27 (2-3)Pages: 149-175 Publisher: Springer Science+Business Media

DOI: 10.1023/a:1024887007165

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Semidefinite programming Irreducibility Applied mathematics Positive-definite matrix Equivalence (formal languages) Algebraic number Optimal control Mathematical optimization Pure mathematics Eigenvalues and eigenvectors Mathematical analysis

Metrics

Cited By

1.42

FWCI (Field Weighted Citation Impact)

Refs

0.78

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Matrix Theory and Algorithms

Physical Sciences → Computer Science → Computational Theory and Mathematics

Stability and Control of Uncertain Systems

Physical Sciences → Engineering → Control and Systems Engineering

Advanced Optimization Algorithms Research

Physical Sciences → Mathematics → Numerical Analysis

Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon

Metrics

Citation History

Topics

Related Documents

Indefinite Stochastic Linear Quadratic Control in Infinite Time Horizon

Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems

Indefinite stochastic linear quadratic controls in infinite time horizon

Indefinite Linear Quadratic Optimal Control for Discrete Time-Varying Stochastic Systems with Infinite Markov Jumps

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