LP-stabilization problem for linear stochastic control systems with multiplicative noise

DOI10.1007/BF00941829zbMath0644.93064MaRDI QIDQ1102919

T. Sasagawa

Publication date: 1989

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

multiplicative noiseLQ-problemLP-optimal control problempth mean stabilization

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Parametrization method for calculating exact stability bounds of stochastic linear systems with multiplicative noise

Cites Work

• Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems
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