Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
From MaRDI portal
Publication:2331469
DOI10.1134/S0005117919070038zbMath1425.93296OpenAlexW2960823930WikidataQ127517874 ScholiaQ127517874MaRDI QIDQ2331469
Publication date: 29 October 2019
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0005117919070038
Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)
Related Items (2)
Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system ⋮ On the partial stability problem for nonlinear discrete-time stochastic systems
Cites Work
- Unnamed Item
- Unnamed Item
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Stability of stochastic systems with uncertain time delays
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Nash equilibrium conditions in stochastic differential games where players information about a state is incomplete. II: Lagrange method
- Rational matrix equations in stochastic control.
- System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval
- An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Optimal Stationary Control of a Linear System with State-Dependent Noise
- Optimal Stationary Control with State Control Dependent Noise
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems