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Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

, and . Stochastic Analysis and Applications, 19 (5): 715--751 (2001)

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Iterative procedure for stablilizing solutions of differential Riccati type equations arising in stochastic control., , and . Analysis and Optimization of Differential Systems, volume 249 of IFIP Conference Proceedings, page 133-144. Kluwer, (2002)Correction to "The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping"., and . IEEE Trans. Automat. Contr., (2004)A Criterion for Robust Stability with Respect to Parametric Uncertainties Modeled by Multiplicative White Noise with Unknown Intensity, with Applications to Stability of Neural Networks., , and . System Modelling and Optimization, volume 494 of IFIP Advances in Information and Communication Technology, page 250-260. (2015)Stochastic H2 Optimal Control for a Class of Linear Systems with Periodic Coefficients., and . Eur. J. Control, 11 (6): 619-631 (2005)The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping., and . IEEE Trans. Automat. Contr., 49 (5): 665-675 (2004)Mean Square Exponential Stability for some Stochastic Linear Discrete Time Systems., and . Eur. J. Control, 12 (4): 373-395 (2006)Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations., , and . Int. J. Control, 83 (4): 837-847 (2010)Asymptotic Properties of Input-Output Operators Norm Associated with Singularly Perturbed Systems with Multiplicative White Noise., , and . SIAM J. Control and Optimization, 41 (1): 141-163 (2002)Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise., and . ECC, page 3464-3467. IEEE, (1999)Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations, and . Stochastic Analysis and Applications, 19 (5): 715--751 (2001)