Stochastic LQ Control with Probabilistic Constraints

Lq Control ◽

Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection

SIAM Journal on Control and Optimization ◽

10.1137/s0363012904441969 ◽

2005 ◽

Vol 44 (2) ◽

pp. 444-466 ◽

Cited By ~ 47

Author(s):

Ying Hu ◽

Xun Yu Zhou

Keyword(s):

Portfolio Selection ◽

Random Coefficients ◽

Lq Control ◽

Indefinite Stochastic LQ Control with Markovian Jumps via Semidefinite Programming (II)

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712420 ◽

2006 ◽

Author(s):

Chengxin Luo ◽

Tianshan Gao

Keyword(s):

Semidefinite Programming ◽

Lq Control ◽

Solution to stochastic LQ control problem for Itô systems with state delay or input delay

Systems & Control Letters ◽

10.1016/j.sysconle.2018.01.012 ◽

2018 ◽

Vol 113 ◽

pp. 86-92 ◽

Cited By ~ 1

Author(s):

Xiao Liang ◽

Juanjuan Xu ◽

Huanshui Zhang

Keyword(s):

Control Problem ◽

Input Delay ◽

State Delay ◽

Lq Control ◽

Indefinite stochastic LQ control with cross term via semidefinite programming

Journal of Applied Mathematics and Computing ◽

10.1007/bf02936076 ◽

2003 ◽

Vol 13 (1-2) ◽

pp. 85-97 ◽

Cited By ~ 1

Author(s):

Chengxin Luo ◽

Enmin Feng

Keyword(s):

Semidefinite Programming ◽

Cross Term ◽

Lq Control ◽

Two-level stochastic LQ control problem for a dynamic system

International Journal of Systems Science ◽

10.1080/00207729008910403 ◽

1990 ◽

Vol 21 (4) ◽

pp. 711-722

Author(s):

RYSZARD GESSING ◽

ZDZISLAW DUDA

Keyword(s):

Dynamic System ◽

Control Problem ◽

Lq Control ◽

Indefinite Stochastic LQ Control with Markovian Jumps via Semidefinite Programming (I)

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712419 ◽

2006 ◽

Author(s):

Chengxin Luo ◽

Desheng Li

Keyword(s):

Semidefinite Programming ◽

Lq Control ◽

Stochastic LQ control under asymptotic tracking for discrete systems over multiple lossy channels

IET Control Theory and Applications ◽

10.1049/iet-cta.2018.6234 ◽

2019 ◽

Vol 13 (18) ◽

pp. 3107-3116 ◽

Cited By ~ 2

Author(s):

Rongyao Ling ◽

Yu Feng ◽

Fabien Claveau ◽

Philippe Chevrel

Keyword(s):

Discrete Systems ◽

Asymptotic Tracking ◽

Lq Control ◽

Stochastic LQ Control without Costing Control Power

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.42.538 ◽

2006 ◽

Vol 42 (5) ◽

pp. 538-542 ◽

Cited By ~ 1

Author(s):

Mitsuyuki SAITO ◽

Kazuo YAMANAKA ◽

Naoya KAWASAKI

Keyword(s):

Control Power ◽

Lq Control ◽

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) ◽

Indefinite stochastic LQ control with jumps

10.1109/cdc.2001.981145 ◽

2003 ◽

Author(s):

Xun Li ◽

Xun Yu Zhou ◽

M.A. Rami

Keyword(s):

Lq Control ◽