System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval

DOI10.1134/S1064230717010099zbMath1384.93155MaRDI QIDQ1745746

Xianqiang Yang

Publication date: 18 April 2018

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

stabilizationoptimality conditionscontinuous timequasi-linear stochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

Investigation of the Nash equilibrium problem in quasi-linear stationary stochastic dynamic systems functioning on an unlimited time interval ⋮ Linear-cubic locally optimal control of linear systems and its application for aircraft guidance ⋮ Effect of displacement of optimal control in stabilization problems for quasi-linear diffusion-type stochastic systems ⋮ Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems

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