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Efficient algorithm for the optimal control of interconnected stochastic systems

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Publication:3313759
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DOI10.1049/IP-D.1984.0017zbMath0531.93074OpenAlexW4246917135MaRDI QIDQ3313759

A. K. Mahalanabis, Goshaidas Ray

Publication date: 1984

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1984.0017


zbMATH Keywords

algorithmChandrasekhar equationinterconnected stochastic system


Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Linear systems in control theory (93C05) Canonical structure (93B10) Optimal stochastic control (93E20) Large-scale systems (93A15) Model systems in control theory (93C99)








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