On the solutions of the matrix equations in optimal stochastic control

被引：0

作者：

Deng, Feiqi ^{[1
]}

Hu, Gang ^{[1
]}

Liu, Yongqing ^{[1
]}

Feng, Zhaoshu ^{[1
]}

机构：

[1] South China Univ of Technology, Guangzhou, China

来源：

Journal of Systems Engineering and Electronics | 1999年 / 10卷 / 03期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

下载

页码：38 / 43

共 50 条

[21] Stochastic optimal control and forward-backward stochastic differential equations
Yong, Jiongmin
COMPUTATIONAL & APPLIED MATHEMATICS, 2002, 21 (01): : 369 - 403
[22] Solutions of matrix equations in problems of mechanics and control
Larin V.B.
International Applied Mechanics, 2009, 45 (08) : 847 - 872
[23] Existence and uniqueness of solutions to Lyapunov matrix stochastic differential equations
Sastry, M. V. S. S. B. B. K.
Deekshitulu, G. V. S. R.
INTERNATIONAL JOURNAL OF DYNAMICAL SYSTEMS AND DIFFERENTIAL EQUATIONS, 2018, 8 (04) : 280 - 295
[24] Optimal Superexponential Stabilization of Solutions of Linear Stochastic Differential Equations
E. S. Palamarchuk
Automation and Remote Control, 2021, 82 : 449 - 459
[25] Optimal Superexponential Stabilization of Solutions of Linear Stochastic Differential Equations
Palamarchuk, E. S.
AUTOMATION AND REMOTE CONTROL, 2021, 82 (03) : 449 - 459
[26] Optimal Control of Stochastic Differential Equations via Fokker–Planck Equations
Ştefana-Lucia Aniţa
Applied Mathematics & Optimization, 2021, 84 : 1555 - 1583
[27] Optimal Control of Stochastic Differential Equations via Fokker–Planck Equations
Aniţa, Ştefana-Lucia
Applied Mathematics and Optimization, 2021, 84 : 1555 - 1583
[28] Malliavin Calculus and Optimal Control of Stochastic Volterra Equations
Agram, Nacira
Oksendal, Bernt
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2015, 167 (03) : 1070 - 1094
[29] A MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL OF STOCHASTIC EVOLUTION EQUATIONS
Du, Kai
Meng, Qingxin
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2013, 51 (06) : 4343 - 4362
[30] Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control
Federica Masiero
Applied Mathematics and Optimization, 2005, 51 : 201 - 250

← 1 2 3 4 5 →