Quadratic control of affine discrete-time, periodic systems with independent random perturbations (Q2168002)

Summary: In this paper we consider the affine discrete-time, periodic systems with independent random perturbations and we solve, under stabilizability and uniform observability or detectability conditions, the discrete time version of the quadratic control problem introduced in [\textit{G. Da Prato} and \textit{A. Ichikawa}, Appl. Math. Optim. 18, No. 1, 39--66 (1988; Zbl 0647.93057)].