Found 7 Documents (Results 1–7)
Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems. (English) Zbl 1347.49033
Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. (English) Zbl 1260.93173
Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. (English) Zbl 1168.93023
Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems. (English) Zbl 1293.93788
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. (English) Zbl 1115.49021
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).
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