نتایج جستجو برای: stochastic linear rrestrictions

تعداد نتایج: 594063  

Journal: :Stochastic Processes and their Applications 2019

Journal: :American Journal of Operations Research 2011

Journal: :IEEE Transactions on Automatic Control 2023

Game theory is playing more and important roles in understanding complex systems investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but contrast to most of existing studies, coefficient matrices are assumed be unknown both players, consequently it necessary study adapti...

Journal: :IEEE Transactions on Automatic Control 2022

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve ideal full-information output-feedback problems, obtaining perfect, but non-causal, asymptotic regulation. A characterisation solvability is deduced. point out that problems cannot be solved in practice because they unrealistically require Brownian motion affecting sys...

Journal: :Computer Methods in Applied Mechanics and Engineering 2020

Journal: :Stochastic Processes and their Applications 1987

Journal: :Letters in Mathematical Physics 1983

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