Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations (1999)
- Authors:
- Autor USP: COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidade: EP
- Assunto: SISTEMAS DE CONTROLE
- Language: Inglês
- Imprenta:
- Source:
- Título: Proceedings
- Conference titles: American Control Conference
-
ABNT
COSTA, Oswaldo Luiz do Valle e CEBALLOS AYA, Julio Cesar. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. 1999, Anais.. San Diego: AACC, 1999. . Acesso em: 11 mar. 2026. -
APA
Costa, O. L. do V., & Ceballos Aya, J. C. (1999). Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. In Proceedings. San Diego: AACC. -
NLM
Costa OL do V, Ceballos Aya JC. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Proceedings. 1999 ;[citado 2026 mar. 11 ] -
Vancouver
Costa OL do V, Ceballos Aya JC. Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations. Proceedings. 1999 ;[citado 2026 mar. 11 ] - Sampled control for mean-variance hedging in a jump diffusion financial market
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- State feedback H∞ control for discrete-time infinite-dimensional stochastic bilinear systems
- Discretizations for the average impulse control of piecewise deterministic processes
- A note on stochastic stability for linear systems with jumping parameters
- Asymptotic convergence for the average impulse control of piecewise deterministic processes
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