Nonlinear optimal controllers in stochastic systems with a linear plant and a quadratic functional

zbMath0603.93070MaRDI QIDQ1083420

Yu. F. Kazarinov

Publication date: 1986

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

generalized stochastic processeslinear-quadratic problemsnonlinear predictions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Generalized stochastic processes (60G20) Stochastic systems in control theory (general) (93E03)

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