Add to ORKGThe continuity of the solutions of difference and algebraic coupled Riccati equations for the discrete-time Markovian jump linear quadratic control problem as a function of coefficients is verified. The line of reasoning goes through the use of the minimum property formulated analogously to the one for coupled continuous Riccati equations presented by Wonham and a set of comparison theorems
This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite co...
AbstractThis paper is concerned with a characterization of all symmetric solutions to the discrete-t...
The bilinear transformation is used to establish a direct relationship between a discrete-time algeb...
Discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control and-contro...
AbstractThis paper deals with a set of coupled Riccati equations which arises in the study of filter...
This note addresses the jump linear quadratic problem of Markov jump linear systems and the associat...
The paper is concerned with recursive methods for obtaining the stabilizing solution of coupled alge...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
The paper addresses the LQ control problem for systems with countable Markov jump parameters, and th...
In this paper, we devise a separation principle for the finite horizon quadratic optimal control pro...
This paper deals with recursive methods for solving coupled Riccati equations arising in the linear ...
The paper is concerned with recursive methods for obtaining the stabilizing solution of coupled alge...
This. paper is concerned with the optimal control of discrete-time linear systems that possess rando...
Abstract. This paper is an addendum of [6]. Sufficient conditions for the existence of the minimal s...
In this dissertation we first derive a new unified upper solution bound for the continuous coupled a...
This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite co...
AbstractThis paper is concerned with a characterization of all symmetric solutions to the discrete-t...
The bilinear transformation is used to establish a direct relationship between a discrete-time algeb...
Discrete-time coupled algebraic Riccati equations that arise in quadratic optimal control and-contro...
AbstractThis paper deals with a set of coupled Riccati equations which arises in the study of filter...
This note addresses the jump linear quadratic problem of Markov jump linear systems and the associat...
The paper is concerned with recursive methods for obtaining the stabilizing solution of coupled alge...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
The paper addresses the LQ control problem for systems with countable Markov jump parameters, and th...
In this paper, we devise a separation principle for the finite horizon quadratic optimal control pro...
This paper deals with recursive methods for solving coupled Riccati equations arising in the linear ...
The paper is concerned with recursive methods for obtaining the stabilizing solution of coupled alge...
This. paper is concerned with the optimal control of discrete-time linear systems that possess rando...
Abstract. This paper is an addendum of [6]. Sufficient conditions for the existence of the minimal s...
In this dissertation we first derive a new unified upper solution bound for the continuous coupled a...
This paper deals with the discrete-time infinite-horizon linear quadratic problem with indefinite co...
AbstractThis paper is concerned with a characterization of all symmetric solutions to the discrete-t...
The bilinear transformation is used to establish a direct relationship between a discrete-time algeb...