Minimum energy estimation applied to the Lorenz attractor

DOI10.1007/978-3-030-01959-4_8zbMath1416.93199OpenAlexW2912353748MaRDI QIDQ2419392

Arthur J. Krener

Publication date: 13 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-030-01959-4_8

zbMATH Keywords

stochastic Hamilton-Jacobi-Bellman equationsstochastic algebraic Riccati equationsstochastic linear quadratic regulatorfinite horizon stochastic optimal controlinfinite horizon stochastic optimal controlstochastic differential Riccati equations

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Attractors of solutions to ordinary differential equations (34D45)

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