Wang, Wencan; Wang, Yu Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional. (English) Zbl 07892491 Asian J. Control 26, No. 2, 645-656 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Li, Hongdan; Qi, Qingyuan; Zhang, Huanshui Stabilization control for Itô stochastic system with indefinite state and control weight costs. (English) Zbl 1482.93676 Int. J. Control 95, No. 2, 295-302 (2022). MSC: 93E15 93E20 49N10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deng, Liubao; Shen, Jinzhong Hurwicz model of uncertain linear quadratic optimal control with jump. (English) Zbl 1475.49038 Int. J. Control 94, No. 6, 1455-1460 (2021). MSC: 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Ying; Tang, Shanjian Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. (English) Zbl 1432.93381 Probab. Uncertain. Quant. Risk 4, Paper No. 1, 15 p. (2019). MSC: 93E20 93C05 60H10 49N10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chen, Xin; Zhu, Yuanguo; Li, Bo; Yan, Hongyan A linear quadratic model based on multistage uncertain random systems. (English) Zbl 1412.93049 Eur. J. Control 47, 37-43 (2019). MSC: 93C41 93E03 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Hou Yu; Liu, Jia Periodic solutions of a second-order functional differential equation with state-dependent argument. (English) Zbl 1408.34050 Mediterr. J. Math. 15, No. 6, Paper No. 214, 15 p. (2018). Reviewer: Zhanyuan Hou (London) MSC: 34K13 47N20 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Jingrui; Yong, Jiongmin Stochastic linear quadratic optimal control problems in infinite horizon. (English) Zbl 1398.49028 Appl. Math. Optim. 78, No. 1, 145-183 (2018). MSC: 49N10 93E20 49N35 93D15 49K45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Jingrui; Li, Xun; Yong, Jiongmin Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. (English) Zbl 1347.49033 SIAM J. Control Optim. 54, No. 5, 2274-2308 (2016). MSC: 49J55 49K45 49N10 60H10 49N35 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. (English) Zbl 1342.93122 ESAIM, Control Optim. Calc. Var. 22, No. 3, 743-769 (2016). MSC: 93E20 91A23 49N10 49N70 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Costa, O. L. V.; Gonzaga, C. A. C. Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. (English) Zbl 1308.93073 Int. J. Control 87, No. 11, 2312-2326 (2014). MSC: 93B36 93C55 93C05 93C30 93E03 × Cite Format Result Cite Review PDF Full Text: DOI
Deng, Liubao; Zhu, Yuanguo Uncertain optimal control of linear quadratic models with jump. (English) Zbl 1286.93202 Math. Comput. Modelling 57, No. 9-10, 2432-2441 (2013). MSC: 93E20 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Czornik, Adam; Niezabitowski, Michał Lyapunov exponents for systems with unbounded coefficients. (English) Zbl 1270.93102 Dyn. Syst. 28, No. 2, 140-153 (2013). MSC: 93D30 93B18 37B25 × Cite Format Result Cite Review PDF Full Text: DOI
Costa, Oswaldo L. V.; de Oliveira, Alexandre Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. (English) Zbl 1260.93173 Automatica 48, No. 2, 304-315 (2012). MSC: 93E20 93C55 93C05 60J75 × Cite Format Result Cite Review PDF Full Text: DOI
Ugrinovskii, Valery A.; Petersen, Ian R. Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure. (English) Zbl 1181.93092 Syst. Control Lett. 58, No. 10-11, 724-735 (2009). MSC: 93E20 49N10 93B35 × Cite Format Result Cite Review PDF Full Text: DOI
Costa, O. L. V.; Okimura, R. T. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. (English) Zbl 1168.93023 Int. J. Control 82, No. 2, 256-267 (2009). MSC: 93E20 93C55 60J75 49L20 × Cite Format Result Cite Review PDF Full Text: DOI
do Valle Costa, Oswaldo Luiz; de Paulo, Wanderlei L. Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems. (English) Zbl 1293.93788 Eur. J. Control 14, No. 5, 391-408 (2008). MSC: 93E20 93C55 60J75 × Cite Format Result Cite Review PDF Full Text: DOI Link
Costa, Oswaldo L. V.; de Paulo, Wanderlei L. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. (English) Zbl 1115.49021 Automatica 43, No. 4, 587-597 (2007). MSC: 49K45 49K40 93E20 91B28 60J05 × Cite Format Result Cite Review PDF Full Text: DOI
Pakshin, P. V.; Ugrinovskii, V. A. Stochastic problems of absolute stability. (English. Russian original) Zbl 1195.93142 Autom. Remote Control 67, No. 11, 1811-1846 (2006); translation from Avtom. Telemekh 2006, No. 11, 122-158 (2006). MSC: 93E15 34D20 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Domoshnitsky, Alexander; Drakhlin, Michael; Litsyn, Elena On equations with delay depending on solution. (English) Zbl 1012.34066 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 49, No. 5, 689-701 (2002). Reviewer: Tibor Krisztin (Szeged) MSC: 34K11 34K12 34K10 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Wan-Tong; Zhang, Shunian Classifications and existence of positive solutions of higher order nonlinear iterative functional differential equations. (English) Zbl 1004.34063 J. Comput. Appl. Math. 139, No. 2, 351-367 (2002). Reviewer: V.Petrov (Plovdiv) MSC: 34K12 34K25 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Hanzhong; Li, Xunjing An infinite horizon linear quadratic problem with unbounded controls in Hilbert space. (English) Zbl 0980.49029 Acta Math. Sin., Engl. Ser. 17, No. 3, 527-540 (2001). MSC: 49N10 93C25 × Cite Format Result Cite Review PDF Full Text: DOI
Ge, Weigao; Liu, Zhengrong; Yu, Yuanhong On the periodic solutions to a type of differential-iterative equations. (English) Zbl 0992.34052 Chin. Sci. Bull. 43, No. 3, 204-206 (1998). MSC: 34K13 34C25 × Cite Format Result Cite Review PDF Full Text: DOI