On Prediction and Control of Discrete-Time First-Order Linear Stochastic Systems with Prospective Strong Intervention

DOI10.1002/ASJC.848zbMath1332.93332OpenAlexW1904808017MaRDI QIDQ2789910

Rudong Gai

Publication date: 2 March 2016

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.848

zbMATH Keywords

optimal controlstochastic systemforecastingprospective strong intervention

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (1)

On Constrained MMVC of Discrete-Time First-Order Linear Stochastic Systems with PSI I: The Critically Stable Case

Cites Work

• Asset pricing under information with stochastic volatility
• The internal model principle of control theory
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• The robust control of a servomechanism problem for linear time-invariant multivariable systems
• Disruption management for resource-constrained project scheduling
• A General Framework for Tackling the Output Regulation Problem
• Adaptive <scp>H</scp>_∞ Control of Piecewise‐Linear Systems with Parametric Uncertainties and External Disturbances
• Kalman Filtering

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