Mathematical Methods in Robust Control of Linear Stochastic Systems (Q5402187)
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scientific article; zbMATH DE number 6265910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical Methods in Robust Control of Linear Stochastic Systems |
scientific article; zbMATH DE number 6265910 |
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Mathematical Methods in Robust Control of Linear Stochastic Systems (English)
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6 March 2014
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stochastic differential equations
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optimal control
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robust control
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filtering
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stochastic stabilization
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Riccati equation
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