Linear Quadratic Optimization Problems for Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems ◽

10.1007/978-1-4614-8663-3_6 ◽

2013 ◽

pp. 265-285

Author(s):

Vasile Dragan ◽

Toader Morozan ◽

Adrian-Mihail Stoica

Keyword(s):

Stochastic Systems ◽

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Linear Stochastic Systems

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The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping

IEEE Transactions on Automatic Control ◽

10.1109/tac.2004.826718 ◽

2004 ◽

Vol 49 (5) ◽

pp. 665-675 ◽

Cited By ~ 69

Author(s):

V. Dragan ◽

T. Morozan

Keyword(s):

White Noise ◽

Stochastic Systems ◽

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Markovian Jumping ◽

Linear Stochastic Systems ◽

Multiplicative White Noise

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Correction to "The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping"

IEEE Transactions on Automatic Control ◽

10.1109/tac.2004.837750 ◽

2004 ◽

Vol 49 (10) ◽

pp. 1883

Author(s):

V. Dragan ◽

T. Morozan

Keyword(s):

White Noise ◽

Stochastic Systems ◽

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Markovian Jumping ◽

Linear Stochastic Systems ◽

Multiplicative White Noise

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Another look at linear-quadratic optimization problems over time

Systems & Control Letters ◽

10.1016/0167-6911(94)00059-5 ◽

1995 ◽

Vol 25 (2) ◽

pp. 89-97 ◽

Cited By ~ 1

Author(s):

J.W. Nieuwenhuis

Keyword(s):

Optimization Problems ◽

Quadratic Optimization ◽

Linear Quadratic ◽

Over Time

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Linear Quadratic Control Problem for Linear Stochastic Systems

Mathematical Concepts and Methods in Science and Engineering - Mathematical Methods in Robust Control of Linear Stochastic Systems ◽

10.1007/978-0-387-35924-3_5 ◽

2007 ◽

pp. 159-207

Keyword(s):

Control Problem ◽

Stochastic Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Linear Stochastic Systems ◽

Linear Quadratic Control Problem

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Asymptotic expansions for singularly perturbed differential matrix riccati equations with applications to linear — Quadratic optimization problems

Lecture Notes in Mathematics - Asymptotic Analysis II — ◽

10.1007/bfb0062377 ◽

1983 ◽

pp. 370-399

Author(s):

V. DrĂgan

Keyword(s):

Asymptotic Expansions ◽

Optimization Problems ◽

Riccati Equations ◽

Quadratic Optimization ◽

Singularly Perturbed ◽

Linear Quadratic ◽

Differential Matrix

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