Optimal and stable controllable stochastic systems synthesis with incomplete state information on an unbounded time interval

DOI10.1134/S0005117911110129zbMath1269.93103MaRDI QIDQ2392622

Yanyan Li

Publication date: 2 August 2013

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic dynamical systemincomplete state informationcontrol strategy synthesisstabilization cost

Mathematics Subject Classification ID

Synthesis problems (93B50) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods ⋮ Application of conditional-optimal filter for synthesis of suboptimal control in the problem of optimizing the output of a nonlinear differential stochastic system ⋮ System shape optimization and stabilization of controlled quasi-linear stochastic systems that operate on an infinite time interval

Cites Work

• Unnamed Item
• Ordinary differential equations in Banach spaces
• Analytical controller design. I

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