Vasile Dragan
Orcid: 0000-0001-6617-1441
According to our database1,
Vasile Dragan
authored at least 78 papers
between 1996 and 2024.
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Bibliography
2024
The Linear Quadratic Optimal Control Problem for Stochastic Systems Controlled by Impulses.
Symmetry, September, 2024
Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean-Vlasov Stochastic Differential Equations.
Entropy, June, 2024
2023
Axioms, January, 2023
An Addendum to the Problem of Zero-Sum LQ Stochastic Mean-Field Dynamic Games\\ (Extended version).
CoRR, 2023
Autom., 2023
2022
Exact Detectability of Discrete-Time and Continuous-Time Linear Stochastic Systems: A Unified Approach.
IEEE Trans. Autom. Control., 2022
2021
Syst. Control. Lett., 2021
Robust Stability of Time-Varying Markov Jump Linear Systems with Respect to a Class of Structured, Stochastic, Nonlinear Parametric Uncertainties.
Axioms, 2021
2020
On the Existence of the Stabilizing Solution of a Class of Periodic Stochastic Riccati Equations.
IEEE Trans. Autom. Control., 2020
On the stochastic linear quadratic control problem with piecewise constant admissible controls.
J. Frankl. Inst., 2020
On the existence of the stabilizing solution of generalized Riccati equations arising in zero sum stochastic difference games: The time-varying case.
CoRR, 2020
Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients.
Autom., 2020
2019
Stochastic linear quadratic differential games in a state feedback setting with sampled measurements.
Syst. Control. Lett., 2019
An addendum to the problem of numerical computation of the stabilizing solution of periodic game theoretic Riccati differential equation of stochastic control.
IMA J. Math. Control. Inf., 2019
On the Linear Quadratic Optimal Control for Systems Described by Singularly Perturbed Itô Differential Equations with Two Fast Time Scales.
Axioms, 2019
On a solution to the problem of time-varying zero-sum LQ stochastic difference game: A Riccati equation approach.
Proceedings of the 17th European Control Conference, 2019
2018
Static Output-Feedback Incentive Stackelberg Game for Discrete-Time Markov Jump Linear Stochastic Systems With External Disturbance.
IEEE Control. Syst. Lett., 2018
Autom., 2018
Static Output Feedback Stackelberg Strategy of Infinite Horizon Markov Jump Linear Stochastic Systems with H<sub>∞</sub> Constraint.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018
Robust Pareto Suboptimal Strategy for Uncertain Markov Jump Linear Stochastic Systems with Multiple Decision Makers.
Proceedings of the 2018 Annual American Control Conference, 2018
2017
Computing The Stabilizing Solution of a Large Class of Stochastic Game Theoretic Riccati Differential Equations: A Deterministic Approximation.
SIAM J. Control. Optim., 2017
A Stochastic Multiple-Leader-Follower Incentive Stackelberg Strategy for Markov Jump Linear Systems.
IEEE Control. Syst. Lett., 2017
2016
Optimal Stationary Dynamic Output-Feedback Controllers for Discrete-Time Linear Systems With Markovian Jumping Parameters and Additive White Noise Perturbations.
IEEE Trans. Autom. Control., 2016
2015
IEEE Trans. Autom. Control., 2015
Robust Stability and Robust Stabilization of a Class of Discrete-Time Time-Varying Linear Stochastic Systems.
SIAM J. Control. Optim., 2015
Optimal H2 filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements.
J. Frankl. Inst., 2015
Stabilizing solution of periodic game-theoretic Riccati differential equation of stochastic control.
IMA J. Math. Control. Inf., 2015
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.
Proceedings of the System Modeling and Optimization - 27th IFIP TC 7 Conference, CSMO 2015, 2015
Optimal H<sup>2</sup> Filtering for Linear Stochastic Systems with Multiplicative White Noise Perturbations and Sampled Measurements.
Proceedings of the ICINCO 2015, 2015
Proceedings of the 54th IEEE Conference on Decision and Control, 2015
Near optimal linear quadratic regulator for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping.
Proceedings of the 54th IEEE Conference on Decision and Control, 2015
2014
H<sub>2</sub> optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise.
Syst. Control. Lett., 2014
On control of discrete-time state-dependent jump linear systems with probabilistic constraints: A receding horizon approach.
Syst. Control. Lett., 2014
Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties.
Int. J. Syst. Sci., 2014
Optimal stabilizing controllers for discrete-time linear systems with Markovian jumping parameters under state measurements.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014
2013
Optimal Filtering for Discrete-Time Linear Systems With Multiplicative White Noise Perturbations and Periodic Coefficients.
IEEE Trans. Autom. Control., 2013
Proceedings of the 12th European Control Conference, 2013
Solving discrete-time game theoretic periodic Riccati equations: An iterative procedure.
Proceedings of the 12th European Control Conference, 2013
Proceedings of the 12th European Control Conference, 2013
Proceedings of the American Control Conference, 2013
Proceedings of the American Control Conference, 2013
2012
The Linear Quadratic Regulator Problem for a Class of Controlled Systems Modeled by Singularly Perturbed Itô Differential Equations.
SIAM J. Control. Optim., 2012
Optimal H<sub>2</sub> filtering for a class of linear stochastic systems with sampling.
Autom., 2012
H<sub>∞</sub> filtering of periodic Markovian jump systems: Application to filtering with communication constraints.
Autom., 2012
Static output feedback H2/H∞ control of infinite horizon Markov jump linear stochastic systems with multiple decision makers.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012
Nash strategy of multiparameter singularly perturbed Markov jump stochastic systems with state- and control-dependent noise.
Proceedings of the American Control Conference, 2012
2011
Computation of the stabilizing solution of game theoretic Riccati equation arising in stochastic <i>H</i><sub> ∞ </sub> control problems.
Numer. Algorithms, 2011
A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control.
Int. J. Control, 2011
Stabilizing composite control for a class of linear systems modeled by singularly perturbed Ito differential equations.
Autom., 2011
Soft-constrained stochastic Nash games for weakly coupled large-scale discrete-time systems.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
Multi-objective decision-making problems for discrete-time stochastic systems with state- and disturbance-dependent noise.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
Stabilizing composite control for systems modeled by singularly perturbed Itô differential equations with two small time constants.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
2010
Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces.
IMA J. Math. Control. Inf., 2010
Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations.
Int. J. Control, 2010
Stochastic Nash games for weakly coupled large scale discrete-time systems with state- and control-dependent noise.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
Static output feedback strategy of stochastic Nash games for weakly-coupled large-scale systems.
Proceedings of the American Control Conference, 2010
2009
<i>H</i> <sub>2</sub> optimal control for a wide class of discrete-time linear stochastic systems.
Int. J. Syst. Sci., 2009
Proceedings of the 10th European Control Conference, 2009
Soft-constrained stochastic Nash games for multimodeling systems via static output feedback strategy.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
Proceedings of the American Control Conference, 2009
Proceedings of the American Control Conference, 2009
2006
Observability and detectability of a class of discrete-time stochastic linear systems.
IMA J. Math. Control. Inf., 2006
Eur. J. Control, 2006
2005
Stochastic H<sup>2</sup> Optimal Control for a Class of Linear Systems with Periodic Coefficients.
Eur. J. Control, 2005
H2 Optimal State-Feedback Control for Systems with Finite Jumps Corrupted by White Noise.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005
2004
Correction to "The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping".
IEEE Trans. Autom. Control., 2004
The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping.
IEEE Trans. Autom. Control., 2004
2002
Asymptotic Properties of Input-Output Operators Norm Associated with Singularly Perturbed Systems with Multiplicative White Noise.
SIAM J. Control. Optim., 2002
Iterative procedure for stablilizing solutions of differential Riccati type equations arising in stochastic control.
Proceedings of the Analysis and Optimization of Differential Systems, 2002
2000
Asymptotic behaviour of the norm of input-output operators corresponding to singularly perturbed systems with multiplicative white noise.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000
1999
Asymptotic H<sub>∞</sub> control of singularly perturbed systems with parametric uncertainties.
IEEE Trans. Autom. Control., 1999
Control of singularly perturbed systems with Markovian jump parameters: an H<sub>infinity</sub> approach.
Autom., 1999
A y-attenuation problem for discrete-time time-varying linear systems with jump Markov perturbations.
Proceedings of the 5th European Control Conference, 1999
Stabilizing solutions to coupled matrix Riccati differential equations associated to linear systems with Markovian jumping and multiplicative noise.
Proceedings of the 5th European Control Conference, 1999
1997
Numer. Algorithms, 1997
1996
IEEE Trans. Autom. Control., 1996