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Optimal stabilization of linear stochastic systems

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Publication:1238722
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DOI10.1016/0021-8928(76)90138-6zbMath0359.93040OpenAlexW1483237714MaRDI QIDQ1238722

G. N. Mil'shtejn, L. B. Ryashko

Publication date: 1976

Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-8928(76)90138-6



Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)


Related Items (4)

Stability and stabilization of periodic motions of autonomous systems ⋮ Stabilization of linear stochastic systems with state and control dependent perturbations ⋮ Stability of rotation of a deformable spacecraft ⋮ Optimal stabilization of stochastic systems



Cites Work

  • Problems of control and stabilization in dynamical systems
  • Criterion of existence of an optimal control for a class of linear stochastic systems
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