Control of linear discrete-time stochastic dynamic systems with multiplicative disturbances

DOI10.1109/TAC.1975.1100960zbMath0302.90017MaRDI QIDQ4058796

Masanao Aoki

Publication date: 1975

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic systems and control (93E99) Economic time series analysis (91B84) Trade models (91B60)

Related Items (6)

Stabilizing compensator design for discrete-time non-linear stochastic systems with incomplete state information ⋮ Dynamic feedback control of stochastic-parameter systems ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations ⋮ Linear state estimators for non-linear stochastic systems with noisy non-linear observations ⋮ Equivalence of two stochastic stabilizability conditions and its implications ⋮ Stabilization of deterministic and stochastic-parameter discrete systems

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