Almost-periodic solutions for Riccati equations of stochastic control

DOI10.1007/BF01189450zbMath0806.93061MaRDI QIDQ1334923

Toader Morozan

Publication date: 26 September 1994

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

zbMATH Keywords

almost-periodic solutionsaffine stochastic differential equationsRiccati equations of stochastic control

Mathematics Subject Classification ID

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

Related Items (2)

On almost periodic mild solutions for stochastic functional differential equations ⋮ Stability radii of some time-varying linear stochastic differential systems

Cites Work

• Quadratic control for linear periodic systems
• Lyapunov equations for time-varying linear systems
• Almost periodic differential equations
• Differential equations: Stability, oscillations, time lags
• Tracking almost periodic signals under white noise perturbations
• Optimal Control of Linear Systems with Almost Periodic Inputs
• Almost periodic solutions of affine ito equations
• A NEW APPROACH TO ALMOST PERIODICITY

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