8 search results - page 1 / 2 » Indefinite Stochastic Linear Quadratic Control and Generaliz... |
SIAMCO
2002
13 years 4 months ago
2002
We consider a stochastic linear
SIAMCO
2008
13 years 4 months ago
2008
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...
AUTOMATICA
2008
13 years 5 months ago
2008
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
SIAMCO
2002
13 years 4 months ago
2002
The paper introduces a new detectability concept for continuous-time Markov jump linear systems with finite Markov space that generalizes previous concepts found in the literature....
AAECC
1998
Springer
13 years 4 months ago
1998
Springer
We describe a new approach of the generalized Bezout identity for linear time-varying ordinary differential control systems. We also explain when and how it can be extended to line...