Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems

DOI10.1109/9.40747zbMath0693.93084OpenAlexW2563624537MaRDI QIDQ3469020

Engin Yaz

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.40747

zbMATH Keywords

quadratically optimal controllersdiscrete-time nonlinear stochastic control systems

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (7)

Stochastic affine quadratic regulator with applications to tracking control of quantum systems ⋮ Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems ⋮ Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems ⋮ Multistage uncertain random linear quadratic optimal control ⋮ Stochastic linear quadratic optimal control with constraint for discrete-time systems ⋮ State estimation of uncertain nonlinear stochastic systems with general criteria ⋮ Optimal dissipative control of a class of discrete-time nonlinear stochastic systems with general criteria

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