Linear stochastic singular control problems

DOI10.1007/BF00932802zbMath0213.15904OpenAlexW2154088378MaRDI QIDQ2544880

Yanyan Li

Publication date: 1972

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00932802

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Related Items (6)

Higher order sliding modes manifold design via singular LQ control ⋮ On a class of singularly-perturbed problems of optimal control ⋮ State feedback control for stochastic regular linear quadratic tracking problem with input time delay ⋮ Irregular LQG optimal control problem involving multiplicative noise ⋮ The difference and unity of irregular LQ control and standard LQ control and its solution ⋮ Partial cheap control of the time-invariant regulator

Cites Work

• Necessary and sufficient conditions for optimality for singular control problems: A transformation approach
• A Counterexample in Stochastic Optimum Control
• A Transformation Approach to Singular Subarcs in Optimal Trajectory and Control Problems
• Unnamed Item

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