The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games

T. Runolfsson

doi:10.1109/9.310029

The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games

IEEE Transactions on Automatic Control ◽

10.1109/9.310029 ◽

1994 ◽

Vol 39 (8) ◽

pp. 1551-1563 ◽

Cited By ~ 75

Author(s):

T. Runolfsson

Keyword(s):

Optimal Control ◽

Differential Games ◽

Performance Index ◽

Stochastic Systems ◽

Infinite Horizon ◽

Stochastic Differential Games

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Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games

Modeling, Stochastic Control, Optimization, and Applications - The IMA Volumes in Mathematics and its Applications ◽

10.1007/978-3-030-25498-8_9 ◽

2019 ◽

pp. 181-200

Author(s):

Beatris A. Escobedo-Trujillo ◽

Héctor Jasso-Fuentes

Keyword(s):

Differential Games ◽

Infinite Horizon ◽

Stochastic Differential Games ◽

Correlated Equilibria

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Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory

International Journal of Control ◽

10.1080/00207179.2020.1800822 ◽

2020 ◽

pp. 1-9

Author(s):

Ali Delavarkhalafi ◽

A. S. Fatemion Aghda ◽

Mahdieh Tahmasebi

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

Infinite Horizon ◽

Mean Field

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Linear infinite horizon quadratic differential games for stochastic systems: Discrete-time case

2011 Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2011.5968476 ◽

2011 ◽

Author(s):

Huiying Sun ◽

Liuyang Jiang

Keyword(s):

Differential Games ◽

Discrete Time ◽

Quadratic Differential ◽

Stochastic Systems ◽

Infinite Horizon ◽

Discrete Time Case

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On the optimal control of stochastic systems with an exponential-of-integral performance index

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(81)90109-8 ◽

1981 ◽

Vol 80 (2) ◽

pp. 312-332 ◽

Cited By ~ 54

Author(s):

P.R Kumar ◽

J.H van Schuppen

Keyword(s):

Optimal Control ◽

Performance Index ◽

Stochastic Systems

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LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2558044 ◽

2017 ◽

Vol 62 (1) ◽

pp. 250-261 ◽

Cited By ~ 49

Author(s):

Weihai Zhang ◽

Xiangyun Lin ◽

Bor-Sen Chen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Infinite horizon linear quadratic differential games for discrete-time stochastic systems

Journal of Control Theory and Applications ◽

10.1007/s11768-012-1004-z ◽

2012 ◽

Vol 10 (3) ◽

pp. 391-396 ◽

Cited By ~ 4

Author(s):

Huiying Sun ◽

Liuyang Jiang ◽

Weihai Zhang

Keyword(s):

Differential Games ◽

Discrete Time ◽

Quadratic Differential ◽

Stochastic Systems ◽

Infinite Horizon ◽

Linear Quadratic ◽

Linear Quadratic Differential Games

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Infinite-Horizon Stochastic Differential Games with Branching Payoffs

Journal of Optimization Theory and Applications ◽

10.1023/a:1011994604278 ◽

2001 ◽

Vol 111 (2) ◽

pp. 445-460 ◽

Cited By ~ 19

Author(s):

D. W. K. Yeung

Keyword(s):

Differential Games ◽

Infinite Horizon ◽

Stochastic Differential Games

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Approximate Infinite-Horizon Optimal Control for Stochastic Systems

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619055 ◽

2018 ◽

Author(s):

Giordano Scarciotti ◽

Thulasi Mylvaganam

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon

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Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

10.1109/cdc.1988.194310 ◽

2003 ◽

Cited By ~ 2

Author(s):

E. Yaz

Keyword(s):

Optimal Control ◽

Stochastic Systems ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems ◽

Quadratic Optimal Control

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Infinite Horizon LQ Optimal Control for Discrete-Time Stochastic Systems

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712311 ◽

2006 ◽

Cited By ~ 13

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Lq Optimal Control

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