Stabilization and random linear regulator problem for random linear control processes

DOI10.1006/jmaa.1996.0042zbMath0853.93102OpenAlexW1972010115MaRDI QIDQ1916740

Mahesh G. Nerurkar, Russell A. Johnson

Publication date: 29 August 1996

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1996.0042

zbMATH Keywords

stabilizationpole placementlinear quadratic regulatorLyapunov exponentsexponential dichotomyshiftlinearHamiltonian systemrotation numberstime varying

Mathematics Subject Classification ID

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

Related Items

Genericity of exponential dichotomy for two-dimensional differential systems ⋮ Digitization of nonautonomous control systems. ⋮ A biography of Russell A. Johnson ⋮ The Kalman-Bucy filter revisited ⋮ On null controllability of linear systems with recurrent coefficients and constrained controls ⋮ Some remarks concerning weakly disconjugate linear Hamiltonian systems ⋮ Digitization of nonautonomous control systems ⋮ On non-autonomous \(H^{\infty}\) control with infinite horizon

This page was built for publication: Stabilization and random linear regulator problem for random linear control processes