Chen, Xin; Zhu, Yuanguo; Li, Bo; Yan, Hongyan A linear quadratic model based on multistage uncertain random systems. (English) Zbl 1412.93049 Eur. J. Control 47, 37-43 (2019). MSC: 93C41 93E03 49N10 PDF BibTeX XML Cite \textit{X. Chen} et al., Eur. J. Control 47, 37--43 (2019; Zbl 1412.93049) Full Text: DOI
Costa, O. L. V.; Gonzaga, C. A. C. Quadratic and \(H_{\infty}\) switching control for discrete-time linear systems with multiplicative noises. (English) Zbl 1308.93073 Int. J. Control 87, No. 11, 2312-2326 (2014). MSC: 93B36 93C55 93C05 93C30 93E03 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{C. A. C. Gonzaga}, Int. J. Control 87, No. 11, 2312--2326 (2014; Zbl 1308.93073) Full Text: DOI
Deng, Liubao; Zhu, Yuanguo Uncertain optimal control of linear quadratic models with jump. (English) Zbl 1286.93202 Math. Comput. Modelling 57, No. 9-10, 2432-2441 (2013). MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{L. Deng} and \textit{Y. Zhu}, Math. Comput. Modelling 57, No. 9--10, 2432--2441 (2013; Zbl 1286.93202) Full Text: DOI
Costa, Oswaldo L. V.; de Oliveira, Alexandre Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises. (English) Zbl 1260.93173 Automatica 48, No. 2, 304-315 (2012). MSC: 93E20 93C55 93C05 60J75 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{A. de Oliveira}, Automatica 48, No. 2, 304--315 (2012; Zbl 1260.93173) Full Text: DOI
Costa, O. L. V.; Okimura, R. T. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. (English) Zbl 1168.93023 Int. J. Control 82, No. 2, 256-267 (2009). MSC: 93E20 93C55 60J75 49L20 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{R. T. Okimura}, Int. J. Control 82, No. 2, 256--267 (2009; Zbl 1168.93023) Full Text: DOI
do Valle Costa, Oswaldo Luiz; de Paulo, Wanderlei L. Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems. (English) Zbl 1293.93788 Eur. J. Control 14, No. 5, 391-408 (2008). MSC: 93E20 93C55 60J75 PDF BibTeX XML Cite \textit{O. L. do Valle Costa} and \textit{W. L. de Paulo}, Eur. J. Control 14, No. 5, 391--408 (2008; Zbl 1293.93788) Full Text: DOI
Costa, Oswaldo L. V.; de Paulo, Wanderlei L. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. (English) Zbl 1115.49021 Automatica 43, No. 4, 587-597 (2007). MSC: 49K45 49K40 93E20 91B28 60J05 PDF BibTeX XML Cite \textit{O. L. V. Costa} and \textit{W. L. de Paulo}, Automatica 43, No. 4, 587--597 (2007; Zbl 1115.49021) Full Text: DOI