JOURNAL ARTICLE

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

Mustapha Ait RamiXun Yu ZhouJ.B. Moore

Year: 2000 Journal:   Systems & Control Letters Vol: 41 (2)Pages: 123-133   Publisher: Elsevier BV
Keywords:
Mathematics Algebraic Riccati equation Riccati equation Semidefinite programming Optimal control Algebraic number Applied mathematics Multiplicative function Matrix (chemical analysis) Linear-quadratic regulator Linear matrix inequality State (computer science) Stochastic control Convex optimization Regular polygon Mathematical optimization Mathematical analysis Differential equation

Metrics

51
Cited By
1.76
FWCI (Field Weighted Citation Impact)
16
Refs
0.83
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
Advanced Optimization Algorithms Research
Physical Sciences →  Mathematics →  Numerical Analysis
Stability and Control of Uncertain Systems
Physical Sciences →  Engineering →  Control and Systems Engineering

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