Optimization of solutions of a linear control system

DOI10.1007/BF02487445zbMath0933.93076OpenAlexW2050863568MaRDI QIDQ4258884

A. L. Lapshin, Kim G. Valeev

Publication date: 14 September 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02487445

zbMATH Keywords

optimizationLyapunov matrix equationlinear control systemcorrelation matrix

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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