Optimal stationary control for dynamic systems with Markov perturbations

DOI10.1080/07362998308809016zbMath0525.93070OpenAlexW2074437131MaRDI QIDQ3041063

Toader Morozan

Publication date: 1983

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998308809016

zbMATH Keywords

quadratic costoptimal stationary controldynamic systems with homogeneous jump Markov perturbations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Model systems in control theory (93C99)

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Cites Work

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