Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients

DOI10.1134/S1064230721020106zbMath1478.93740OpenAlexW3159781546MaRDI QIDQ2239173

E. S. Palamarchuk

Publication date: 3 November 2021

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

Full work available at URL: https://doi.org/10.1134/s1064230721020106

zbMATH Keywords

time invariancedynamic scalingdynamic stabilizationstochastic linear-quadratic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (3)

On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost ⋮ On the optimal harvesting strategy for a generalized population model ⋮ Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost

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