Stochastic optimal control of a descriptor system

DOI10.1007/s10559-020-00236-7zbMath1454.93296OpenAlexW3014664435MaRDI QIDQ2215287

Anatoliy Rutkas, Larisa Vlasenko, V. V. Semenets, A. A. Chikrii

Publication date: 11 December 2020

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-020-00236-7

zbMATH Keywords

stochastic optimal controltransient statequadratic cost functionalWiener random processradio engineering filterstochastic differential algebraic equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (4)

On a descriptor pursuit game ⋮ Expected value based optimal control for discrete-time stochastic noncausal systems ⋮ Optimistic value-based optimal control problems with uncertain discrete-time noncausal systems ⋮ Decomposition of descriptor control systems

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• Existence and uniqueness theorems for an implicit delay differential equation

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