-
1
-
-
0028494290
-
Solution and asymptotic behaviour of coupled Riccati equations in jump linear systems
-
H. Abou-Kandil, G. Freiling, G. Jank, Solution and asymptotic behaviour of coupled Riccati equations in jump linear systems, IEEE Trans. Automat. Control 39 (1994) 1631-1636.
-
(1994)
IEEE Trans. Automat. Control
, vol.39
, pp. 1631-1636
-
-
Abou-Kandil, H.1
Freiling, G.2
Jank, G.3
-
2
-
-
0041662839
-
The periodic differential Riccati equation: A miscellaneous of classical and recent results
-
(S. Bittanti, Ed.). Pitagora Editrice, Bologna
-
S. Bittanti, The periodic differential Riccati equation: a miscellaneous of classical and recent results, in: The Riccati Equations in Control Systems and Signals (S. Bittanti, Ed.). Pitagora Editrice, Bologna, 1989, pp. 171-176.
-
(1989)
The Riccati Equations in Control Systems and Signals
, pp. 171-176
-
-
Bittanti, S.1
-
3
-
-
0002425751
-
The periodic Riccati equation
-
S. Bittanti, A.J. Laub, J.C. Willems (Eds.), Springer, New York
-
S. Bittanti, P. Colaneri, G. De Nicolao, The periodic Riccati equation, in: S. Bittanti, A.J. Laub, J.C. Willems (Eds.), The Riccati Equation, Springer, New York, 1991, pp. 706-712.
-
(1991)
The Riccati Equation
, pp. 706-712
-
-
Bittanti, S.1
Colaneri, P.2
De Nicolao, G.3
-
4
-
-
0032165503
-
Stochastic linear quadratic regulators with indefinite control weight costs
-
S. Chen, X. Li, X.Y. Zhou, Stochastic linear quadratic regulators with indefinite control weight costs, SIAM J. Control Optim. 36 (1998) 1685-1702.
-
(1998)
SIAM J. Control Optim.
, vol.36
, pp. 1685-1702
-
-
Chen, S.1
Li, X.2
Zhou, X.Y.3
-
5
-
-
0031997724
-
Comparisons and uniqueness theorems for periodic Riccati differential equations
-
Y.Z. Chen, J.Q. Liu, S.B. Chen, Comparisons and uniqueness theorems for periodic Riccati differential equations, Int. J. Control 69 (1998) 467-473.
-
(1998)
Int. J. Control
, vol.69
, pp. 467-473
-
-
Chen, Y.Z.1
Liu, J.Q.2
Chen, S.B.3
-
7
-
-
4243804546
-
Newton's method for a rational matrix equation occurring in stochastic control
-
Report no. 443, April Institut für Dynamische Systeme, Universität Bremen
-
T. Damm, D. Hinrichsen, Newton's method for a rational matrix equation occurring in stochastic control, Report no. 443, April 1999, Institut für Dynamische Systeme, Universität Bremen.
-
(1999)
-
-
Damm, T.1
Hinrichsen, D.2
-
8
-
-
0025400974
-
Quadratic control for linear time varying systems
-
G. DaPrato, A. Ichikava, Quadratic control for linear time varying systems, SIAM J. Control Optim. 28 (1990) 359-381.
-
(1990)
SIAM J. Control Optim.
, vol.28
, pp. 359-381
-
-
DaPrato, G.1
Ichikava, A.2
-
10
-
-
0040618640
-
Global stabilizing solutions to game theoretic Riccati equations and disturbance attenuation problem
-
V. Dragan, Global stabilizing solutions to game theoretic Riccati equations and disturbance attenuation problem, Rev. Roumaine Math. Pures Appl. 39 (4) (1994) 303-328.
-
(1994)
Rev. Roumaine Math. Pures Appl.
, vol.39
, Issue.4
, pp. 303-328
-
-
Dragan, V.1
-
11
-
-
0039535318
-
General controlled evolutions disturbance attenuation and related topics
-
V. Dragan, A. Halanay, General controlled evolutions disturbance attenuation and related topics, Stud. Cer. Mat. 46 (2) (1994) 149-280.
-
(1994)
Stud. Cer. Mat.
, vol.46
, Issue.2
, pp. 149-280
-
-
Dragan, V.1
Halanay, A.2
-
13
-
-
0000679502
-
Global solutions to a game-theoretic Riccati equation of stochastic control
-
V. Dragan, T. Morozan, Global solutions to a game-theoretic Riccati equation of stochastic control, J. Differential Equations 138 (2) (1997) 328-350.
-
(1997)
J. Differential Equations
, vol.138
, Issue.2
, pp. 328-350
-
-
Dragan, V.1
Morozan, T.2
-
14
-
-
0035636192
-
Game-theoretic coupled Riccati equations associated to controlled linear differential systems with jump Markov perturbations
-
V. Dragan, T. Morozan, Game-theoretic coupled Riccati equations associated to controlled linear differential systems with jump Markov perturbations, Stochastic Anal. Appl. 19 (5) (2001) 715-751.
-
(2001)
Stochastic Anal. Appl.
, vol.19
, Issue.5
, pp. 715-751
-
-
Dragan, V.1
Morozan, T.2
-
15
-
-
0036005434
-
Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise
-
V. Dragan, T. Morozan, Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise, Stochastic Anal. Appl. 24 (1) (2002) 33-92.
-
(2002)
Stochastic Anal. Appl.
, vol.24
, Issue.1
, pp. 33-92
-
-
Dragan, V.1
Morozan, T.2
-
16
-
-
0031673832
-
A new approach to linearly perturbed Riccati equations arising in stochastic control
-
M.D. Fragoso, O.L.V. Costa, C.E. de Souza, A new approach to linearly perturbed Riccati equations arising in stochastic control, Appl. Math. Optim. 37 (1998) 99-126.
-
(1998)
Appl. Math. Optim.
, vol.37
, pp. 99-126
-
-
Fragoso, M.D.1
Costa, O.L.V.2
de Souza, C.E.3
-
17
-
-
0030264350
-
Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations
-
G. Freiling, G. Jank, Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations, J. Dyn. Control Systems 2 (1996) 529-547.
-
(1996)
J. Dyn. Control Systems
, vol.2
, pp. 529-547
-
-
Freiling, G.1
Jank, G.2
-
18
-
-
84994438318
-
Non-blow-up conditions for Riccati-type matrix differential and difference equations
-
G. Freiling, G. Jank, A. Sarychev, Non-blow-up conditions for Riccati-type matrix differential and difference equations, Results Math. 37 (2000) 84-103.
-
(2000)
Results Math.
, vol.37
, pp. 84-103
-
-
Freiling, G.1
Jank, G.2
Sarychev, A.3
-
20
-
-
0141479632
-
Stabilizing solution to Riccati inequalities and stabilizing compensators with disturbance attenuation
-
Springer, Berlin
-
A. Halanay, Stabilizing solution to Riccati inequalities and stabilizing compensators with disturbance attenuation, in: Differential Equations, Dynamical Systems, Control Science, Lecture Notes in Pure and Applied Mathematics, Vol. 152, Springer, Berlin, 1992, pp. 551-567.
-
(1992)
Differential Equations, Dynamical Systems, Control Science, Lecture Notes in Pure and Applied Mathematics
, vol.152
, pp. 551-567
-
-
Halanay, A.1
-
21
-
-
0025386210
-
Addentum to a theorem of Yakubovich
-
A. Halanay, V. Rasvan, Addentum to a theorem of Yakubovich, Systems Control Lett. 14 (1990) 177-181.
-
(1990)
Systems Control Lett.
, vol.14
, pp. 177-181
-
-
Halanay, A.1
Rasvan, V.2
-
22
-
-
0026896518
-
Overtaking optimal regulation and tracking of piecewise diffusion linear systems
-
A. Haurie, A. Leizarowitz, Overtaking optimal regulation and tracking of piecewise diffusion linear systems, SIAM J. Control Optim. 30 (4) (1992) 816-837.
-
(1992)
SIAM J. Control Optim.
, vol.30
, Issue.4
, pp. 816-837
-
-
Haurie, A.1
Leizarowitz, A.2
-
23
-
-
0015065214
-
Optimal stationary control with state and control dependent noise
-
U.G. Hausmann, Optimal stationary control with state and control dependent noise, SIAM J. Control Optim. 9 (1971) 184-198.
-
(1971)
SIAM J. Control Optim.
, vol.9
, pp. 184-198
-
-
Hausmann, U.G.1
-
25
-
-
0141702886
-
Comparison Theorems for the matrix Riccati equation
-
J. Juanq, M.T. Lee, Comparison Theorems for the matrix Riccati equation, Linear Algebra Appl. 15 (1995) 61-74.
-
(1995)
Linear Algebra Appl.
, vol.15
, pp. 61-74
-
-
Juanq, J.1
Lee, M.T.2
-
26
-
-
0025464943
-
Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
-
Y. Ji, H.J. Chizeck, Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control, IEEE Trans. Automat. Control 35 (7) (1990) 777-788.
-
(1990)
IEEE Trans. Automat. Control
, vol.35
, Issue.7
, pp. 777-788
-
-
Ji, Y.1
Chizeck, H.J.2
-
27
-
-
0000011589
-
Contributions on the theory of optimal control
-
R. Kalman, Contributions on the theory of optimal control, Bult. Soc. Math. Mexicana Segunda Ser. 5 (1) (1960) 102-119.
-
(1960)
Bult. Soc. Math. Mexicana Segunda Ser.
, vol.5
, Issue.1
, pp. 102-119
-
-
Kalman, R.1
-
28
-
-
0141702885
-
On Riccati matrix differential equations
-
H.W. Knobloch, M. Pohl, On Riccati matrix differential equations, Results Math. 31 (1997) 337-364.
-
(1997)
Results Math.
, vol.31
, pp. 337-364
-
-
Knobloch, H.W.1
Pohl, M.2
-
29
-
-
0003182919
-
Stability of stochastic differential equations with Markovian switching
-
X. Mao, Stability of stochastic differential equations with Markovian switching, Stochastic Process. Appl. 79 (1999) 45-67.
-
(1999)
Stochastic Process. Appl.
, vol.79
, pp. 45-67
-
-
Mao, X.1
-
30
-
-
0022148885
-
Robust jump linear quadratic control: A mode stabilizing solution
-
M. Mariton, Robust jump linear quadratic control: a mode stabilizing solution, IEEE Trans. Automat. Control AC-30 (1985) 1145-1147.
-
(1985)
IEEE Trans. Automat. Control
, vol.AC-30
, pp. 1145-1147
-
-
Mariton, M.1
-
31
-
-
0000809393
-
Optimal stationary control for dynamic systems with Markov perturbations
-
T. Morozan, Optimal stationary control for dynamic systems with Markov perturbations, Stochastic Anal. Appl. 1 (3) (1983) 299-323.
-
(1983)
Stochastic Anal. Appl.
, vol.1
, Issue.3
, pp. 299-323
-
-
Morozan, T.1
-
32
-
-
21844522876
-
Stability and control for linear system with jump Markov perturbation
-
T. Morozan, Stability and control for linear system with jump Markov perturbation, Stochastic Anal. Appl. 13 (1) (1995) 91-110.
-
(1995)
Stochastic Anal. Appl.
, vol.13
, Issue.1
, pp. 91-110
-
-
Morozan, T.1
-
33
-
-
0032398009
-
Parametrized Riccati equations for controlled linear differential systems with jump Markov perturbations
-
T. Morozan, Parametrized Riccati equations for controlled linear differential systems with jump Markov perturbations, Stochastic Anal. Appl. 16 (4) (1998) 661-682.
-
(1998)
Stochastic Anal. Appl.
, vol.16
, Issue.4
, pp. 661-682
-
-
Morozan, T.1
-
34
-
-
0003342037
-
Parametrized Riccati equation and input-output operators for time-varying stochastic differential equations with state dependent noise
-
T. Morozan, Parametrized Riccati equation and input-output operators for time-varying stochastic differential equations with state dependent noise, Stud. Cer. Mat. 51 (1999) 99-115.
-
(1999)
Stud. Cer. Mat.
, vol.51
, pp. 99-115
-
-
Morozan, T.1
-
35
-
-
0141480197
-
Linear quadratic control and tracking problems for time-varying stochastic differential systems perturbed by a Markov chain
-
T. Morozan, Linear quadratic control and tracking problems for time-varying stochastic differential systems perturbed by a Markov chain, Rev. Roumaine Math. Pure Appl. 46 (6) (2001) 783-804.
-
(2001)
Rev. Roumaine Math. Pure Appl.
, vol.46
, Issue.6
, pp. 783-804
-
-
Morozan, T.1
-
36
-
-
0024480789
-
Periodic strong solutions of periodically time-varying matrix Riccati Equations
-
T. Nashimura, H. Kano, Periodic strong solutions of periodically time-varying matrix Riccati Equations, Int. J. Control 49 (1989) 193-205.
-
(1989)
Int. J. Control
, vol.49
, pp. 193-205
-
-
Nashimura, T.1
Kano, H.2
-
37
-
-
0141591675
-
Existence of solutions to the Riccati equation for time-varying distributed systems
-
L. Pandolfi, Existence of solutions to the Riccati equation for time-varying distributed systems, IMA. J. Control Inform. 9 (1992) 265-273.
-
(1992)
IMA. J. Control Inform.
, vol.9
, pp. 265-273
-
-
Pandolfi, L.1
-
38
-
-
0027705071
-
Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions
-
A. Pastor, V. Hernandez, Differential periodic Riccati equations: existence and uniqueness of nonnegative definite solutions, Math. Control Signal Systems 6 (1993) 341-362.
-
(1993)
Math. Control Signal Systems
, vol.6
, pp. 341-362
-
-
Pastor, A.1
Hernandez, V.2
-
39
-
-
0000174955
-
Hyperstability and optimality of automatic systems with several control functions
-
V.M. Popov, Hyperstability and optimality of automatic systems with several control functions, Rev. Roumaine Sci. Techn. Electrotech. Energet. 9 (1) (1964) 913-949.
-
(1964)
Rev. Roumaine Sci. Techn. Electrotech. Energet.
, vol.9
, Issue.1
, pp. 913-949
-
-
Popov, V.M.1
-
40
-
-
0035278756
-
Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ Controls
-
M.A. Rami, X. Chen, J.B. Moore, X.Y. Zhou, Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ Controls, IEEE Trans. Automat. Control 46 (3) (2001) 428-440.
-
(2001)
IEEE Trans. Automat. Control
, vol.46
, Issue.3
, pp. 428-440
-
-
Rami, M.A.1
Chen, X.2
Moore, J.B.3
Zhou, X.Y.4
-
41
-
-
0034195685
-
Linear matrix inequalities, Riccati equations and indefinite stochastic linear quadratic controls
-
M.A. Rami, X.Y. Zhou, Linear matrix inequalities, Riccati equations and indefinite stochastic linear quadratic controls, IEEE Trans. Automat. Control 45 (6) (2000) 1131-1143.
-
(2000)
IEEE Trans. Automat. Control
, vol.45
, Issue.6
, pp. 1131-1143
-
-
Rami, M.A.1
Zhou, X.Y.2
-
43
-
-
0003755925
-
Chain-scattering solution to the disturbance attenuation problem: A Popov-Yakubovich based approach
-
Doctoral Dissertation University Polyechnica Bucharest
-
R. Stefan, Chain-scattering solution to the disturbance attenuation problem: a Popov-Yakubovich based approach, Doctoral Dissertation, University Polyechnica Bucharest, 1998.
-
(1998)
-
-
Stefan, R.1
-
44
-
-
0026866894
-
Some remarks on the Riccati equation arising in an optimal control problem with state and control dependent noise
-
G. Tessitore, Some remarks on the Riccati equation arising in an optimal control problem with state and control dependent noise, SIAM Control Optim. 30 (3) (1982) 717-744.
-
(1982)
SIAM Control Optim.
, vol.30
, Issue.3
, pp. 717-744
-
-
Tessitore, G.1
-
45
-
-
0022043995
-
Monotonicity of maximal solutions of algebraic Riccati equations
-
H.K. Wimmer, Monotonicity of maximal solutions of algebraic Riccati equations, System Control Lett. 5 (1985) 317-319.
-
(1985)
System Control Lett.
, vol.5
, pp. 317-319
-
-
Wimmer, H.K.1
-
46
-
-
0002256901
-
Random differential equations in control theory
-
A.T. Barucha-Reid (Ed.), Academic Press, New York
-
W.H. Wonham, Random differential equations in control theory in: A.T. Barucha-Reid (Ed.), Probabilistic Methods in Applied Mathematics, Vol. 2, Academic Press, New York, 1970, pp. 131-212.
-
(1970)
Probabilistic Methods in Applied Mathematics
, vol.2
, pp. 131-212
-
-
Wonham, W.H.1
-
47
-
-
0038399438
-
Linear quadratic optimization problem and frequency theorem for periodic systems I
-
V.A. Yakubovich, Linear quadratic optimization problem and frequency theorem for periodic systems I, Syb. Mat. J. 27 (4) (1986) 181-200.
-
(1986)
Syb. Mat. J.
, vol.27
, Issue.4
, pp. 181-200
-
-
Yakubovich, V.A.1
|