Certainty equivalent control of stochastic systems: Stability property

DOI10.1109/TAC.1986.1104214zbMath0585.93066OpenAlexW2035647659MaRDI QIDQ3712219

Engin Yaz

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1109/tac.1986.1104214

zbMATH Keywords

linear discrete-time stochastic systemcertainty equivalent control

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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