On the synthesis of optimal control for the continuous-time linear stochastic systems with singular mean-square performance index

DOI10.1016/0378-4754(87)90136-4zbMath0615.93080OpenAlexW2054583714MaRDI QIDQ1821083

A. P. Serebrovskij

Publication date: 1987

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(87)90136-4

zbMATH Keywords

asymptotic behaviorcontinuous-timesingular mean-square performance indexsub-optimal control

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Unnamed Item
• Suboptimal control design in a problem with singular control cost
• Regression and the Moore-Penrose pseudoinverse
• Singular perturbations and singular arcs--Part I
• On a Matrix Riccati Equation of Stochastic Control

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