H2optimal control for a wide class of discrete-time linear stochastic systems
DOI10.1080/00207720902974629zbMath1175.93239OpenAlexW2115867617MaRDI QIDQ3644978
Publication date: 16 November 2009
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720902974629
Markov chainsrobust controlMarkov processesdiscrete-time linear systemsstochastic systemsindependent random perturbations\(H_2\)-optimal control\(H_2\)-norms
Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Stability theory for difference equations (39A30)
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Cites Work
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