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Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games

JOURNAL ARTICLE published April 1973 in IEEE Transactions on Automatic Control

Authors: D. Jacobson

The equivalence between infinite-horizon optimal control of stochastic systems with exponential-of-integral performance index and stochastic differential games

JOURNAL ARTICLE published 1994 in IEEE Transactions on Automatic Control

Authors: T. Runolfsson

Optimization of stochastic linear systems with additive measurement and process noise using exponential performance criteria

JOURNAL ARTICLE published August 1974 in IEEE Transactions on Automatic Control

Authors: J. Speyer | J. Deyst | D. Jacobson

On a result in stochastic optimal control

JOURNAL ARTICLE published August 1973 in IEEE Transactions on Automatic Control

Authors: D. Jacobson

Stability of linear stochastic differential delay systems

JOURNAL ARTICLE published December 1973 in IEEE Transactions on Automatic Control

Authors: G. Nazaroff

Linear Exponential Quadratic Stochastic Differential Games

JOURNAL ARTICLE published September 2016 in IEEE Transactions on Automatic Control

Research funded by National Science Foundation (DMS 1108884,DMS 1411412) | AFOSR (FA9550-12-1-0384) | ARO (W911NF-14-10390)

Authors: Tyrone E. Duncan

Linear convex stochastic optimal control with applications in production planning

JOURNAL ARTICLE published February 1973 in IEEE Transactions on Automatic Control

Authors: P. Kleindorfer | K. Glover

Performance of the a priori stochastic-optimal feedback control law

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: R. Early | B. Early

Optimal control of linear stochastic systems with an exponential-of-integral performance index

BOOK CHAPTER published 13 August 1992 in Stochastic Control of Partially Observable Systems

Further comments on "Adaptive stochastic control for a class of linear systems"

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: E. Tse

Stochastic differential games with complexity-constrained strategies

JOURNAL ARTICLE published February 1972 in IEEE Transactions on Automatic Control

Authors: C. Leondes | D. Stuart

Frequency-domain criteria for stability of a class of nonlinear stochastic systems

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: A. Mahalanabis | S. Purkayastha

Linear convex stochastic control problems over an infinite horizon

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: D. Bertsekas

Stationary performance of linear stochastic systems under single step optimal control

JOURNAL ARTICLE published February 1982 in IEEE Transactions on Automatic Control

Authors: P. Moden | T. Soderstrom

On decentralized linear stochastic control problems with quadratic cost

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: M. Aoki

A computational algorithm for the optimal control of continuous-time stochastic systems

JOURNAL ARTICLE published June 1973 in IEEE Transactions on Automatic Control

Authors: E. Tacker | C. Sanders | T. Linton

On a class of linear stochastic differential games

JOURNAL ARTICLE published June 1968 in IEEE Transactions on Automatic Control

Authors: R. Behn

On the optimal control of stochastic linear systems

JOURNAL ARTICLE published December 1971 in IEEE Transactions on Automatic Control

Comments on "Adaptive stochastic control for a class of linear systems"

JOURNAL ARTICLE published February 1973 in IEEE Transactions on Automatic Control

Authors: I. Harunoglu | F. Brasch

Stochastic Adaptive Linear Quadratic Differential Games

JOURNAL ARTICLE published February 2024 in IEEE Transactions on Automatic Control

Research funded by National Natural Science Foundation of China (12288201)

Authors: Nian Liu | Lei Guo