The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion

DOI10.1134/S1064230721040031zbMath1490.93127OpenAlexW3206482002MaRDI QIDQ2134298

A. V. Bosov

Publication date: 3 May 2022

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

Full work available at URL: https://doi.org/10.1134/s1064230721040031

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Related Items (2)

Stabilization and tracking of the trajectory of a linear system with jump drift ⋮ Optimal finite-dimensional controller of the stochastic differential object's state by its output. I: Incomplete precise measurements

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